+152.0%
GE vs FXI
+13.0%
+139.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.4% |
| 7D | -1.2% | -2.8% | +1.5% | -0.2% |
| 30D | -11.3% | -5.3% | -5.9% | -9.5% |
| 3M | -1.4% | +0.3% | -1.7% | -1.8% |
| 6M | +1.2% | -4.6% | +5.8% | +2.7% |
| YTD | +5.9% | -9.1% | +15.0% | +9.3% |
| 1Y | +18.4% | -12.0% | +30.4% | +23.5% |
| 3Y | +271.0% | +38.6% | +232.3% | +213.6% |
| 5Y | +417.9% | -6.6% | +424.5% | +416.7% |
| 10Y | +152.0% | +15.0% | +136.9% | +126.2% |
| All | +152.0% | +13.0% | +139.0% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 10y: compounded portfolio wealth divided by compounded FXI 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…
10y analysis · Full analysis span regression · 6 months rolling