-6.6%
FXI vs NTAP
+129.9%
-136.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.8% |
| 7D | -2.8% | +2.2% | -5.0% | -3.3% |
| 30D | -5.3% | -7.0% | +1.7% | -4.0% |
| 3M | +0.3% | +12.3% | -12.0% | -2.7% |
| 6M | -4.6% | +85.1% | -89.7% | -19.3% |
| YTD | -9.1% | +74.8% | -83.9% | -22.2% |
| 1Y | -12.0% | +52.7% | -64.6% | -22.0% |
| 3Y | +38.6% | +147.7% | -109.0% | +1.4% |
| 5Y | -6.6% | +124.8% | -131.4% | -31.4% |
| All | -6.6% | +129.9% | -136.5% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling