+200.3%
FXI vs NOC
+1,745.3%
-1,545.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -4.2% | +4.5% | -8.7% | -6.0% |
| 30D | -2.0% | +14.1% | -16.1% | -7.8% |
| 3M | -5.0% | -4.5% | -0.5% | -3.8% |
| 6M | -9.6% | -0.8% | -8.9% | -10.6% |
| YTD | -11.9% | -2.5% | -9.4% | -13.2% |
| 1Y | -16.7% | -0.1% | -16.6% | -18.9% |
| 3Y | +40.6% | +24.6% | +16.0% | +19.0% |
| 5Y | -9.1% | +65.6% | -74.7% | -39.0% |
| 10Y | +18.4% | +160.5% | -142.1% | -49.3% |
| All | +200.3% | +1,745.3% | -1,545.0% | -72.6% |
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