+643.2%
GEV vs FXI
+55.7%
+587.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.9% |
| 7D | +8.1% | -1.0% | +9.1% | +8.4% |
| 30D | -1.9% | -3.2% | +1.3% | -1.0% |
| 3M | +4.1% | +1.7% | +2.4% | +3.2% |
| 6M | +23.2% | -1.6% | +24.8% | +23.6% |
| YTD | +48.9% | -7.9% | +56.8% | +52.4% |
| 1Y | +62.2% | -9.6% | +71.8% | +67.0% |
| All | +643.2% | +55.7% | +587.5% | +449.8% |
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