+39.0%
FXI vs NWSA
+102.5%
-63.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.9% |
| 7D | -4.2% | +2.2% | -6.4% | -4.9% |
| 30D | -1.1% | -8.8% | +7.6% | +1.4% |
| 3M | -4.0% | -6.5% | +2.5% | -2.5% |
| 6M | -11.8% | +1.5% | -13.3% | -13.4% |
| YTD | -11.9% | +4.0% | -15.9% | -14.6% |
| 1Y | -16.1% | +3.4% | -19.6% | -18.5% |
| 3Y | +38.8% | +34.8% | +3.9% | +21.2% |
| 5Y | -9.1% | +18.4% | -27.4% | -18.9% |
| 10Y | +18.4% | +149.2% | -130.7% | -24.7% |
| All | +39.0% | +102.5% | -63.5% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling