+38.8%
FXI vs NOC
+24.4%
+14.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -4.2% | +4.5% | -8.7% | -4.3% |
| 30D | -2.0% | +14.1% | -16.1% | -2.4% |
| 3M | -5.0% | -4.5% | -0.5% | -4.7% |
| 6M | -9.6% | -0.8% | -8.9% | -9.6% |
| YTD | -11.9% | -2.5% | -9.4% | -11.8% |
| 1Y | -16.7% | -0.1% | -16.6% | -16.6% |
| All | +38.8% | +24.4% | +14.4% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling