-9.2%
FXI vs NVT
+732.7%
-742.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.6% | -3.3% |
| 7D | -1.0% | +10.4% | -11.3% | -3.1% |
| 30D | -3.2% | -1.3% | -1.9% | -3.2% |
| 3M | +1.7% | -0.6% | +2.3% | +0.8% |
| 6M | -1.6% | +53.8% | -55.3% | -12.3% |
| YTD | -7.9% | +60.2% | -68.1% | -19.0% |
| 1Y | -9.6% | +76.8% | -86.4% | -22.7% |
| 3Y | +40.5% | +191.2% | -150.8% | +1.7% |
| 5Y | -6.2% | +430.9% | -437.2% | -43.6% |
| All | -9.2% | +732.7% | -742.0% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling