+41.7%
FXI vs NVD
-99.1%
+140.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.0% | -0.3% |
| 7D | -2.8% | +9.0% | -11.8% | -2.2% |
| 30D | -3.7% | -5.5% | +1.8% | -3.8% |
| 3M | -0.4% | -24.6% | +24.2% | -1.9% |
| 6M | -5.4% | -42.1% | +36.6% | -8.0% |
| YTD | -9.6% | -44.3% | +34.7% | -11.9% |
| 1Y | -11.9% | -54.2% | +42.3% | -14.7% |
| 3Y | +37.8% | -99.1% | +137.0% | +3.3% |
| All | +41.7% | -99.1% | +140.9% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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