+36.8%
FXI vs NTAP
+146.1%
-109.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.0% |
| 7D | -2.8% | +2.2% | -5.0% | -3.1% |
| 30D | -5.3% | -7.0% | +1.7% | -4.4% |
| 3M | +0.3% | +12.3% | -12.0% | -1.7% |
| 6M | -4.6% | +85.1% | -89.7% | -15.1% |
| YTD | -9.1% | +74.8% | -83.9% | -18.4% |
| 1Y | -12.0% | +52.7% | -64.6% | -19.0% |
| All | +36.8% | +146.1% | -109.3% | +17.1% |
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