+44.4%
FXI vs NVD
-99.2%
+143.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.3% | -2.2% |
| 7D | -1.0% | -7.7% | +6.7% | -1.5% |
| 30D | -3.2% | -5.8% | +2.6% | -3.4% |
| 3M | +1.7% | -23.2% | +24.9% | +0.4% |
| 6M | -1.6% | -49.7% | +48.2% | -5.2% |
| YTD | -7.9% | -47.7% | +39.8% | -10.7% |
| 1Y | -9.6% | -61.3% | +51.7% | -13.5% |
| 3Y | +40.5% | -99.2% | +139.6% | +4.8% |
| All | +44.4% | -99.2% | +143.6% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling