-6.6%
FXI vs NOC
+55.2%
-61.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -2.8% | -1.6% | -1.2% | -2.8% |
| 30D | -5.3% | -10.4% | +5.1% | -5.5% |
| 3M | +0.3% | -5.6% | +5.9% | +0.3% |
| 6M | -4.6% | -30.4% | +25.8% | -5.3% |
| YTD | -9.1% | -8.5% | -0.6% | -9.1% |
| 1Y | -12.0% | -8.3% | -3.6% | -11.9% |
| 3Y | +38.6% | +28.2% | +10.4% | +41.6% |
| 5Y | -6.6% | +56.7% | -63.3% | -5.2% |
| All | -6.6% | +55.2% | -61.8% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling