-12.4%
FXI vs NTR
+98.7%
-111.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.1% |
| 7D | -2.8% | -2.5% | -0.3% | -2.2% |
| 30D | -3.7% | +17.0% | -20.7% | -7.6% |
| 3M | -0.4% | +22.2% | -22.6% | -5.8% |
| 6M | -5.4% | +5.2% | -10.6% | -7.6% |
| YTD | -9.6% | +29.7% | -39.3% | -16.9% |
| 1Y | -11.9% | +39.4% | -51.3% | -20.9% |
| 3Y | +37.8% | +38.2% | -0.3% | +21.9% |
| 5Y | -7.0% | +47.6% | -54.7% | -25.6% |
| All | -12.4% | +98.7% | -111.1% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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