+221.8%
FXI vs NOC
+1,630.5%
-1,408.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.6% |
| 7D | +1.0% | -5.2% | +6.2% | +3.3% |
| 30D | -0.6% | -7.2% | +6.6% | +2.5% |
| 3M | +1.9% | -5.1% | +7.0% | +3.6% |
| 6M | -0.2% | -31.1% | +30.9% | +16.4% |
| YTD | -5.6% | -8.6% | +3.0% | -3.8% |
| 1Y | -4.7% | -9.7% | +5.1% | -2.6% |
| 3Y | +38.0% | +24.3% | +13.7% | +16.2% |
| 5Y | -2.7% | +52.6% | -55.3% | -32.1% |
| 10Y | +19.9% | +183.6% | -163.7% | -53.0% |
| All | +221.8% | +1,630.5% | -1,408.8% | -69.7% |
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