-7.0%
FXI vs NVT
+399.9%
-407.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | -2.8% | +2.0% | -4.8% | -3.2% |
| 30D | -3.7% | -7.2% | +3.5% | -2.6% |
| 3M | -0.4% | -0.9% | +0.5% | -1.1% |
| 6M | -5.4% | +42.6% | -48.0% | -12.9% |
| YTD | -9.6% | +52.9% | -62.5% | -18.1% |
| 1Y | -11.9% | +64.5% | -76.4% | -21.7% |
| 3Y | +37.8% | +178.0% | -140.1% | +3.6% |
| 5Y | -7.0% | +402.8% | -409.8% | -43.0% |
| All | -7.0% | +399.9% | -407.0% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling