+213.9%
FXI vs NSC
+1,648.1%
-1,434.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.2% |
| 7D | -1.0% | -1.5% | +0.6% | -0.2% |
| 30D | -3.2% | -1.9% | -1.3% | -2.3% |
| 3M | +1.7% | +6.2% | -4.5% | -1.8% |
| 6M | -1.6% | +9.2% | -10.7% | -6.8% |
| YTD | -7.9% | +15.0% | -22.9% | -15.4% |
| 1Y | -9.6% | +21.1% | -30.7% | -19.2% |
| 3Y | +40.5% | +78.6% | -38.1% | -1.6% |
| 5Y | -6.2% | +45.9% | -52.1% | -29.1% |
| 10Y | +14.2% | +326.9% | -312.7% | -59.2% |
| All | +213.9% | +1,648.1% | -1,434.2% | -46.5% |
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