-8.4%
FXI vs NVTS
-54.3%
+45.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +0.3% |
| 7D | -4.2% | +3.9% | -8.2% | -4.5% |
| 30D | -1.1% | -4.3% | +3.2% | -1.2% |
| 3M | -4.0% | -34.5% | +30.5% | -2.3% |
| 6M | -11.8% | -57.7% | +45.9% | -9.2% |
| YTD | -11.9% | +25.4% | -37.3% | -16.2% |
| 1Y | -16.1% | +13.1% | -29.3% | -19.8% |
| 3Y | +38.8% | +48.9% | -10.1% | +23.3% |
| All | -8.4% | -54.3% | +45.9% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling