+14.7%
FXI vs NWSA
+149.4%
-134.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -3.9% | -2.8% | -1.1% | -3.0% |
| 30D | -2.1% | +3.0% | -5.1% | -3.1% |
| 3M | -0.5% | +12.3% | -12.8% | -4.5% |
| 6M | -4.5% | +21.9% | -26.4% | -11.1% |
| YTD | -9.2% | +13.6% | -22.8% | -13.8% |
| 1Y | -13.8% | +0.5% | -14.3% | -14.9% |
| 3Y | +36.6% | +43.8% | -7.2% | +18.2% |
| 5Y | -6.7% | +41.2% | -47.8% | -20.6% |
| All | +14.7% | +149.4% | -134.7% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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