-1.2%
FXI vs GEN
+27.3%
-28.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | +4.4% | -0.3% | +4.7% | +4.4% |
| 30D | +1.2% | +28.2% | -26.9% | -1.6% |
| 3M | -4.2% | +2.6% | -6.8% | -4.8% |
| 6M | -6.2% | +32.7% | -38.9% | -9.6% |
| YTD | -8.8% | +11.3% | -20.1% | -10.6% |
| 1Y | -11.6% | +17.9% | -29.6% | -14.0% |
| 3Y | +45.1% | +66.3% | -21.2% | +37.7% |
| 5Y | -1.2% | +31.7% | -32.9% | -16.1% |
| All | -1.2% | +27.3% | -28.5% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling