+24.5%
FXI vs FN
+2,575.5%
-2,551.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -14.2% | +15.3% | +2.9% |
| 7D | +6.9% | -16.0% | +22.9% | +8.9% |
| 30D | +3.5% | -40.1% | +43.6% | +10.1% |
| 3M | -3.2% | -43.9% | +40.7% | +3.2% |
| 6M | -3.5% | -55.6% | +52.1% | +5.0% |
| YTD | -8.1% | -35.7% | +27.6% | -6.6% |
| 1Y | -10.5% | -39.8% | +29.3% | -8.7% |
| 3Y | +43.0% | +80.3% | -37.2% | +16.7% |
| 5Y | -0.1% | +143.3% | -143.4% | -24.6% |
| 10Y | +22.7% | +682.3% | -659.6% | -26.5% |
| All | +24.5% | +2,575.5% | -2,551.1% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling