+204.2%
FXI vs NTAP
+939.3%
-735.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -2.8% |
| 7D | -1.9% | -2.4% | +0.5% | -1.5% |
| 30D | -0.6% | -23.4% | +22.8% | +7.9% |
| 3M | -4.9% | -7.5% | +2.6% | -4.1% |
| 6M | -8.8% | +56.4% | -65.2% | -25.9% |
| YTD | -10.7% | +73.6% | -84.4% | -30.8% |
| 1Y | -15.2% | +68.4% | -83.6% | -33.7% |
| 3Y | +42.5% | +150.6% | -108.1% | -8.8% |
| 5Y | -7.8% | +122.5% | -130.3% | -39.5% |
| 10Y | +20.0% | +589.7% | -569.7% | -56.9% |
| All | +204.2% | +939.3% | -735.0% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling