+208.1%
FXI vs NYT
+120.5%
+87.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | -3.7% | +4.5% | -8.1% | -4.9% |
| 3M | -0.4% | -8.5% | +8.1% | +1.6% |
| 6M | -5.4% | -15.1% | +9.6% | -1.7% |
| YTD | -9.6% | -3.3% | -6.3% | -9.9% |
| 1Y | -11.9% | +17.0% | -28.9% | -17.2% |
| 3Y | +37.8% | +55.7% | -17.8% | +17.0% |
| 5Y | -7.0% | +38.9% | -45.9% | -20.4% |
| 10Y | +14.3% | +485.3% | -471.0% | -41.3% |
| All | +208.1% | +120.5% | +87.6% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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