+208.1%
FXI vs NRG
+998.8%
-790.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.4% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -3.7% | -6.8% | +3.1% | -1.9% |
| 3M | -0.4% | -7.1% | +6.7% | +0.2% |
| 6M | -5.4% | -27.6% | +22.1% | +1.6% |
| YTD | -9.6% | -29.2% | +19.6% | -2.9% |
| 1Y | -11.9% | -29.9% | +18.0% | -5.8% |
| 3Y | +37.8% | +198.7% | -160.8% | -15.0% |
| 5Y | -7.0% | +192.9% | -200.0% | -44.5% |
| 10Y | +14.3% | +1,084.1% | -1,069.8% | -64.9% |
| All | +208.1% | +998.8% | -790.7% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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