-8.4%
FXI vs NVTS
-20.2%
+11.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.4% |
| 7D | -2.8% | +0.5% | -3.3% | -2.8% |
| 30D | -3.7% | -18.0% | +14.3% | -2.8% |
| 3M | -0.4% | -45.6% | +45.2% | +2.2% |
| 6M | -5.4% | +28.5% | -33.9% | -9.1% |
| YTD | -9.6% | +56.2% | -65.8% | -14.6% |
| 1Y | -11.9% | +97.7% | -109.6% | -18.8% |
| 3Y | +37.8% | +35.0% | +2.9% | +26.6% |
| All | -8.4% | -20.2% | +11.8% | -21.2% |
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