+250.5%
GE vs FXI
+221.5%
+29.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.5% |
| 7D | -1.6% | +1.0% | -2.6% | -2.0% |
| 30D | -11.6% | -0.6% | -11.0% | -11.4% |
| 3M | +3.0% | +1.9% | +1.1% | +1.9% |
| 6M | -0.5% | -0.2% | -0.4% | -0.8% |
| YTD | +9.7% | -5.6% | +15.3% | +12.0% |
| 1Y | +20.0% | -4.7% | +24.7% | +21.7% |
| 3Y | +275.8% | +38.0% | +237.8% | +212.2% |
| 5Y | +429.1% | -2.7% | +431.8% | +389.7% |
| 10Y | +151.2% | +19.9% | +131.3% | +107.8% |
| All | +250.5% | +221.5% | +29.0% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling