+19.2%
FXI vs NDAQ
+471.8%
-452.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -4.2% | +1.3% | -5.5% | -4.6% |
| 30D | -1.1% | +18.0% | -19.1% | -6.7% |
| 3M | -4.0% | +11.5% | -15.5% | -7.7% |
| 6M | -11.8% | +21.1% | -32.9% | -18.0% |
| YTD | -11.9% | +12.8% | -24.7% | -16.5% |
| 1Y | -16.1% | +25.7% | -41.8% | -23.6% |
| 3Y | +38.8% | +116.8% | -78.0% | +1.0% |
| 5Y | -9.1% | +67.3% | -76.3% | -28.2% |
| All | +19.2% | +471.8% | -452.6% | -41.7% |
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