-10.6%
FXI vs NVT
+731.8%
-742.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | -0.6% |
| 7D | -3.9% | +4.1% | -7.9% | -4.8% |
| 30D | -2.1% | -5.1% | +3.0% | -1.2% |
| 3M | -0.5% | -1.2% | +0.7% | -1.2% |
| 6M | -4.5% | +46.6% | -51.1% | -14.0% |
| YTD | -9.2% | +60.0% | -69.2% | -20.1% |
| 1Y | -13.8% | +70.8% | -84.6% | -25.6% |
| 3Y | +36.6% | +187.5% | -151.0% | -0.8% |
| 5Y | -6.7% | +426.1% | -432.8% | -43.7% |
| All | -10.6% | +731.8% | -742.3% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling