+213.9%
FXI vs NI
+1,047.2%
-833.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.1% |
| 7D | -1.0% | +2.3% | -3.3% | -2.2% |
| 30D | -3.2% | -1.7% | -1.6% | -2.5% |
| 3M | +1.7% | -8.0% | +9.7% | +5.6% |
| 6M | -1.6% | -8.6% | +7.1% | +2.4% |
| YTD | -7.9% | +2.3% | -10.2% | -9.9% |
| 1Y | -9.6% | +6.9% | -16.6% | -13.9% |
| 3Y | +40.5% | +70.6% | -30.1% | +1.4% |
| 5Y | -6.2% | +96.4% | -102.6% | -39.9% |
| 10Y | +14.2% | +136.1% | -122.0% | -44.1% |
| All | +213.9% | +1,047.2% | -833.3% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling