+396.0%
GE vs FXI
-1.5%
+397.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.0% |
| 7D | +6.3% | +4.4% | +1.9% | +5.2% |
| 30D | +8.9% | +1.2% | +7.6% | +8.5% |
| 3M | -9.2% | -4.2% | -5.0% | -8.4% |
| 6M | +13.2% | -6.2% | +19.5% | +14.7% |
| YTD | +9.4% | -8.8% | +18.2% | +11.5% |
| 1Y | +9.8% | -11.6% | +21.4% | +12.7% |
| 3Y | +278.2% | +45.1% | +233.0% | +239.1% |
| 5Y | +396.0% | -1.2% | +397.2% | +413.4% |
| All | +396.0% | -1.5% | +397.5% | +413.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling