+38.6%
FXI vs GEN
+57.9%
-19.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.3% | -2.0% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | -3.2% | +2.6% | -5.9% | -3.7% |
| 3M | +1.7% | +15.8% | -14.1% | -0.9% |
| 6M | -1.6% | +33.1% | -34.7% | -6.6% |
| YTD | -7.9% | +11.3% | -19.2% | -9.7% |
| 1Y | -9.6% | +1.7% | -11.3% | -9.7% |
| All | +38.6% | +57.9% | -19.3% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling