-7.0%
FXI vs NI
+94.6%
-101.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -3.7% | -1.4% | -2.3% | -3.5% |
| 3M | -0.4% | -10.6% | +10.2% | +1.1% |
| 6M | -5.4% | -9.9% | +4.5% | -4.1% |
| YTD | -9.6% | +1.2% | -10.8% | -10.1% |
| 1Y | -11.9% | +4.4% | -16.3% | -12.9% |
| 3Y | +37.8% | +68.6% | -30.8% | +26.0% |
| 5Y | -7.0% | +98.0% | -105.0% | -16.1% |
| All | -7.0% | +94.6% | -101.6% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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