+209.3%
FXI vs NTRS
+670.7%
-461.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | -3.9% | +1.4% | -5.2% | -4.5% |
| 30D | -2.1% | -0.7% | -1.4% | -1.9% |
| 3M | -0.5% | +11.3% | -11.8% | -6.0% |
| 6M | -4.5% | +35.5% | -40.1% | -18.8% |
| YTD | -9.2% | +40.6% | -49.8% | -24.6% |
| 1Y | -13.8% | +49.2% | -63.0% | -30.7% |
| 3Y | +36.6% | +167.2% | -130.6% | -22.0% |
| 5Y | -6.7% | +94.9% | -101.6% | -40.1% |
| 10Y | +14.8% | +259.5% | -244.6% | -54.5% |
| All | +209.3% | +670.7% | -461.4% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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