+19.2%
FXI vs NOC
+160.0%
-140.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -4.2% | +4.8% | -9.0% | -4.7% |
| 30D | -1.1% | +11.0% | -12.2% | -2.3% |
| 3M | -4.0% | -3.8% | -0.2% | -3.7% |
| 6M | -11.8% | +0.6% | -12.5% | -12.1% |
| YTD | -11.9% | -2.3% | -9.6% | -12.1% |
| 1Y | -16.1% | +0.3% | -16.4% | -16.6% |
| 3Y | +38.8% | +24.6% | +14.2% | +33.1% |
| 5Y | -9.1% | +66.0% | -75.1% | -19.7% |
| All | +19.2% | +160.0% | -140.9% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling