+38.8%
FXI vs NXT
+175.5%
-136.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -4.2% | -9.4% | +5.2% | -3.4% |
| 30D | -1.1% | +15.1% | -16.2% | -2.5% |
| 3M | -4.0% | -9.1% | +5.1% | -3.5% |
| 6M | -11.8% | -30.3% | +18.5% | -9.8% |
| YTD | -11.9% | +9.1% | -21.0% | -14.0% |
| 1Y | -16.1% | +7.9% | -24.0% | -18.2% |
| 3Y | +38.8% | +176.5% | -137.7% | +17.1% |
| All | +38.8% | +175.5% | -136.7% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling