+281.8%
GE vs FXI
+40.3%
+241.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.2% |
| 7D | +1.2% | -1.0% | +2.1% | +1.3% |
| 30D | -9.5% | -3.2% | -6.3% | -9.0% |
| 3M | +4.1% | +1.7% | +2.4% | +3.7% |
| 6M | +3.9% | -1.6% | +5.5% | +4.3% |
| YTD | +9.0% | -7.9% | +16.9% | +10.6% |
| 1Y | +21.9% | -9.6% | +31.6% | +24.0% |
| 3Y | +281.8% | +40.5% | +241.3% | +264.2% |
| All | +281.8% | +40.3% | +241.4% | +264.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling