-8.0%
FXI vs NVTS
-16.8%
+8.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.2% |
| 7D | -3.9% | -1.4% | -2.4% | -3.8% |
| 30D | -2.1% | -16.5% | +14.4% | -1.3% |
| 3M | -0.5% | -47.6% | +47.2% | +2.4% |
| 6M | -4.5% | +7.3% | -11.8% | -7.1% |
| YTD | -9.2% | +62.9% | -72.1% | -14.5% |
| 1Y | -13.8% | +91.3% | -105.1% | -20.4% |
| 3Y | +36.6% | +43.4% | -6.8% | +24.8% |
| All | -8.0% | -16.8% | +8.8% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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