+49.0%
FXI vs NWSA
+127.4%
-78.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.1% |
| 7D | +1.0% | -1.9% | +2.9% | +1.7% |
| 30D | -0.6% | +4.6% | -5.1% | -2.2% |
| 3M | +1.9% | +13.2% | -11.3% | -2.8% |
| 6M | -0.2% | +27.0% | -27.2% | -8.7% |
| YTD | -5.6% | +16.8% | -22.4% | -11.4% |
| 1Y | -4.7% | +4.5% | -9.2% | -7.3% |
| 3Y | +38.0% | +46.2% | -8.2% | +17.9% |
| 5Y | -2.7% | +40.9% | -43.6% | -17.8% |
| 10Y | +19.9% | +145.1% | -125.2% | -22.3% |
| All | +49.0% | +127.4% | -78.4% | -1.9% |
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