+42.6%
FXI vs FN
+101.0%
-58.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.7% | -11.6% | -0.6% |
| 7D | +5.7% | 0.0% | +5.7% | +5.4% |
| 30D | +4.6% | -34.3% | +38.9% | +6.9% |
| 3M | -2.8% | -39.9% | +37.1% | -0.3% |
| 6M | -6.1% | -51.8% | +45.8% | -2.6% |
| YTD | -8.0% | -28.1% | +20.1% | -7.8% |
| 1Y | -11.3% | -29.1% | +17.8% | -11.2% |
| 3Y | +42.6% | +102.4% | -59.8% | +24.6% |
| All | +42.6% | +101.0% | -58.4% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling