-6.5%
FXI vs NTRA
+172.0%
-178.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.3% |
| 7D | -3.9% | +0.2% | -4.1% | -3.9% |
| 30D | -2.1% | +4.1% | -6.2% | -2.7% |
| 3M | -0.5% | +50.0% | -50.5% | -6.8% |
| 6M | -4.5% | +67.3% | -71.8% | -12.7% |
| YTD | -9.2% | +43.6% | -52.8% | -15.2% |
| 1Y | -13.8% | +89.2% | -103.0% | -23.0% |
| 3Y | +36.6% | +502.5% | -466.0% | -2.2% |
| All | -6.5% | +172.0% | -178.5% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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