+20.0%
FXI vs FN
+850.1%
-830.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.9% | -7.3% | -2.2% |
| 7D | -1.9% | +8.0% | -9.9% | -3.3% |
| 30D | -0.6% | -19.1% | +18.5% | +1.3% |
| 3M | -4.9% | -29.8% | +25.0% | -1.9% |
| 6M | -8.8% | -43.2% | +34.4% | -4.2% |
| YTD | -10.7% | -18.9% | +8.2% | -12.4% |
| 1Y | -15.2% | -17.9% | +2.6% | -17.4% |
| 3Y | +42.5% | +120.1% | -77.6% | +10.8% |
| 5Y | -7.8% | +206.7% | -214.5% | -35.4% |
| 10Y | +20.0% | +804.7% | -784.7% | -34.3% |
| All | +20.0% | +850.1% | -830.1% | -34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling