-1.0%
FXI vs NTRA
+1,735.1%
-1,736.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.5% |
| 7D | -2.8% | +1.6% | -4.4% | -3.0% |
| 30D | -5.3% | +3.8% | -9.1% | -5.7% |
| 3M | +0.3% | +48.2% | -47.9% | -4.7% |
| 6M | -4.6% | +61.0% | -65.5% | -10.7% |
| YTD | -9.1% | +44.2% | -53.3% | -13.9% |
| 1Y | -12.0% | +87.3% | -99.2% | -19.3% |
| 3Y | +38.6% | +509.4% | -470.8% | +8.0% |
| 5Y | -6.6% | +175.1% | -181.7% | -25.1% |
| 10Y | +15.0% | +3,203.1% | -3,188.1% | -28.6% |
| All | -1.0% | +1,735.1% | -1,736.1% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling