+200.3%
FXI vs NSC
+1,655.1%
-1,454.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.8% |
| 7D | -4.2% | +2.5% | -6.7% | -5.4% |
| 30D | -1.1% | +1.7% | -2.8% | -2.2% |
| 3M | -4.0% | -2.6% | -1.4% | -3.1% |
| 6M | -11.8% | +6.4% | -18.3% | -15.5% |
| YTD | -11.9% | +15.5% | -27.4% | -19.5% |
| 1Y | -16.1% | +17.6% | -33.7% | -24.1% |
| 3Y | +38.8% | +75.0% | -36.2% | -1.8% |
| 5Y | -9.1% | +32.2% | -41.2% | -27.4% |
| 10Y | +18.4% | +296.6% | -278.2% | -55.7% |
| All | +200.3% | +1,655.1% | -1,454.8% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling