+606.9%
GEV vs FXI
+52.8%
+554.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -1.9% | -2.8% | +0.9% | -1.0% |
| 30D | -8.7% | -3.7% | -5.0% | -7.6% |
| 3M | +6.6% | -0.4% | +7.0% | +6.5% |
| 6M | +10.2% | -5.4% | +15.6% | +12.0% |
| YTD | +41.6% | -9.6% | +51.2% | +45.9% |
| 1Y | +43.9% | -11.9% | +55.8% | +49.4% |
| All | +606.9% | +52.8% | +554.1% | +426.2% |
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 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