-6.2%
FXI vs NDAQ
+55.5%
-61.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.9% |
| 7D | -1.0% | -2.6% | +1.6% | -0.3% |
| 30D | -3.2% | +0.5% | -3.7% | -3.4% |
| 3M | +1.7% | +9.9% | -8.2% | -1.3% |
| 6M | -1.6% | +8.2% | -9.8% | -4.3% |
| YTD | -7.9% | -1.5% | -6.4% | -8.1% |
| 1Y | -9.6% | +1.3% | -10.9% | -10.7% |
| 3Y | +40.5% | +92.6% | -52.1% | +9.1% |
| 5Y | -6.2% | +53.8% | -60.1% | -25.4% |
| All | -6.2% | +55.5% | -61.7% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling