-2.8%
FXI vs FN
+194.7%
-197.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.0% | -0.3% |
| 7D | +3.7% | -4.1% | +7.8% | +3.8% |
| 30D | +0.5% | -28.3% | +28.8% | +3.0% |
| 3M | -5.7% | -33.9% | +28.2% | -3.0% |
| 6M | -6.9% | -43.9% | +37.0% | -3.4% |
| YTD | -9.5% | -23.4% | +14.0% | -10.1% |
| 1Y | -14.0% | -25.4% | +11.4% | -14.7% |
| 3Y | +44.5% | +107.9% | -63.4% | +19.8% |
| 5Y | -2.8% | +195.1% | -197.9% | -30.8% |
| All | -2.8% | +194.7% | -197.5% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling