+14.2%
FXI vs NDAQ
+370.8%
-356.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | +0.2% |
| 7D | -2.8% | -6.8% | +4.0% | -0.5% |
| 30D | -3.7% | -3.2% | -0.5% | -2.7% |
| 3M | -0.4% | +6.5% | -6.9% | -2.9% |
| 6M | -5.4% | +5.7% | -11.2% | -7.9% |
| YTD | -9.6% | -4.6% | -5.0% | -9.1% |
| 1Y | -11.9% | -1.6% | -10.4% | -12.6% |
| 3Y | +37.8% | +86.4% | -48.6% | +5.4% |
| 5Y | -7.0% | +50.3% | -57.4% | -24.2% |
| All | +14.2% | +370.8% | -356.6% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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