-4.7%
FXI vs FN
+17.1%
-21.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +1.3% |
| 7D | +1.0% | -1.7% | +2.7% | +1.2% |
| 30D | -0.6% | -22.0% | +21.4% | +1.0% |
| 3M | +1.9% | -43.0% | +44.9% | +6.9% |
| 6M | -0.2% | -27.7% | +27.6% | +0.8% |
| YTD | -5.6% | -10.5% | +4.9% | -7.5% |
| 1Y | -4.7% | +12.5% | -17.2% | -10.5% |
| All | -4.7% | +17.1% | -21.7% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling