-2.8%
FXI vs NDAQ
+68.2%
-71.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.1% |
| 7D | +3.7% | +2.9% | +0.8% | +2.9% |
| 30D | +0.5% | +17.5% | -17.0% | -4.1% |
| 3M | -5.7% | +15.4% | -21.1% | -9.6% |
| 6M | -6.9% | +24.6% | -31.5% | -13.0% |
| YTD | -9.5% | +14.4% | -23.9% | -13.5% |
| 1Y | -14.0% | +26.9% | -41.0% | -20.6% |
| 3Y | +44.5% | +119.8% | -75.3% | +7.8% |
| 5Y | -2.8% | +70.5% | -73.3% | -23.7% |
| All | -2.8% | +68.2% | -71.0% | -23.7% |
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 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