+40.6%
FXI vs NTAP
+150.8%
-110.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -1.8% |
| 7D | -1.9% | -2.4% | +0.5% | -1.8% |
| 30D | -0.6% | -23.4% | +22.8% | +2.2% |
| 3M | -4.9% | -7.5% | +2.6% | -4.6% |
| 6M | -8.8% | +56.4% | -65.2% | -16.5% |
| YTD | -10.7% | +73.6% | -84.4% | -20.2% |
| 1Y | -15.2% | +68.4% | -83.6% | -23.8% |
| All | +40.6% | +150.8% | -110.2% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 3y: compounded portfolio wealth divided by compounded NTAP 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…
3y analysis · Full analysis span regression · 6 months rolling