+221.8%
FXI vs NDAQ
+4,509.9%
-4,288.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.3% |
| 7D | +1.0% | -2.4% | +3.5% | +2.0% |
| 30D | -0.6% | +2.5% | -3.0% | -1.6% |
| 3M | +1.9% | +9.9% | -8.0% | -2.3% |
| 6M | -0.2% | +9.4% | -9.6% | -4.5% |
| YTD | -5.6% | +0.4% | -6.0% | -7.1% |
| 1Y | -4.7% | +4.0% | -8.7% | -7.7% |
| 3Y | +38.0% | +94.4% | -56.4% | +2.0% |
| 5Y | -2.7% | +56.7% | -59.4% | -22.9% |
| 10Y | +19.9% | +375.3% | -355.4% | -41.8% |
| All | +221.8% | +4,509.9% | -4,288.1% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling