+19.2%
FXI vs NDAQ
+472.7%
-453.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | -4.2% | +1.7% | -5.9% | -4.7% |
| 30D | -2.0% | +16.2% | -18.2% | -7.1% |
| 3M | -5.0% | +14.0% | -18.9% | -9.3% |
| 6M | -9.6% | +22.3% | -31.9% | -16.2% |
| YTD | -11.9% | +13.0% | -24.9% | -16.5% |
| 1Y | -16.7% | +24.0% | -40.7% | -23.7% |
| 3Y | +40.6% | +117.1% | -76.5% | +2.2% |
| 5Y | -9.1% | +67.5% | -76.6% | -28.3% |
| All | +19.2% | +472.7% | -453.6% | -41.8% |
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