+20.3%
FXI vs FN
+772.0%
-751.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.0% | -0.1% |
| 7D | +3.7% | -4.1% | +7.8% | +3.8% |
| 30D | +0.5% | -28.3% | +28.8% | +4.1% |
| 3M | -5.7% | -33.9% | +28.2% | -2.0% |
| 6M | -6.9% | -43.9% | +37.0% | -2.2% |
| YTD | -9.5% | -23.4% | +14.0% | -10.5% |
| 1Y | -14.0% | -25.4% | +11.4% | -15.1% |
| 3Y | +44.5% | +107.9% | -63.4% | +13.4% |
| 5Y | -2.8% | +195.1% | -197.9% | -31.5% |
| 10Y | +20.3% | +794.1% | -773.8% | -33.2% |
| All | +20.3% | +772.0% | -751.6% | -33.2% |
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