+14.7%
FXI vs NSC
+332.1%
-317.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -3.9% | -2.8% | -1.1% | -3.0% |
| 30D | -2.1% | -4.5% | +2.4% | -0.7% |
| 3M | -0.5% | +3.5% | -4.0% | -1.8% |
| 6M | -4.5% | +8.5% | -13.1% | -7.6% |
| YTD | -9.2% | +12.3% | -21.6% | -13.3% |
| 1Y | -13.8% | +18.9% | -32.7% | -19.2% |
| 3Y | +36.6% | +74.1% | -37.6% | +9.7% |
| 5Y | -6.7% | +43.9% | -50.6% | -21.3% |
| All | +14.7% | +332.1% | -317.4% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling