-4.3%
FXI vs NVTS
-15.6%
+11.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.3% | -4.8% | +1.2% |
| 7D | +1.0% | +2.7% | -1.7% | +0.9% |
| 30D | -0.6% | -4.5% | +3.9% | -0.5% |
| 3M | +1.9% | -61.5% | +63.4% | +6.4% |
| 6M | -0.2% | +28.0% | -28.1% | -4.0% |
| YTD | -5.6% | +65.3% | -70.9% | -11.1% |
| 1Y | -4.7% | +113.0% | -117.7% | -12.5% |
| 3Y | +38.0% | +34.7% | +3.3% | +27.4% |
| All | -4.3% | -15.6% | +11.3% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling