+24.5%
FXI vs FN
+2,887.5%
-2,863.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.7% | -11.6% | -1.5% |
| 7D | +5.7% | 0.0% | +5.7% | +5.1% |
| 30D | +4.6% | -34.3% | +38.9% | +9.8% |
| 3M | -2.8% | -39.9% | +37.1% | +2.5% |
| 6M | -6.1% | -51.8% | +45.8% | +1.0% |
| YTD | -8.0% | -28.1% | +20.1% | -8.1% |
| 1Y | -11.3% | -29.1% | +17.8% | -11.6% |
| 3Y | +42.6% | +102.4% | -59.8% | +14.4% |
| 5Y | -0.1% | +171.7% | -171.7% | -25.8% |
| 10Y | +22.7% | +773.5% | -750.8% | -27.6% |
| All | +24.5% | +2,887.5% | -2,863.0% | -37.6% |
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