+200.3%
FXI vs NOC
+1,749.7%
-1,549.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -4.2% | +4.8% | -9.0% | -6.2% |
| 30D | -1.1% | +11.0% | -12.2% | -5.9% |
| 3M | -4.0% | -3.8% | -0.2% | -3.1% |
| 6M | -11.8% | +0.6% | -12.5% | -13.3% |
| YTD | -11.9% | -2.3% | -9.6% | -13.3% |
| 1Y | -16.1% | +0.3% | -16.4% | -18.5% |
| 3Y | +38.8% | +24.6% | +14.2% | +17.5% |
| 5Y | -9.1% | +66.0% | -75.1% | -39.1% |
| 10Y | +18.4% | +161.2% | -142.7% | -49.4% |
| All | +200.3% | +1,749.7% | -1,549.4% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling