+1,838.4%
NEE vs FXI
+204.0%
+1,634.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -2.8% | -1.9% | -0.8% | -2.3% |
| 30D | +9.5% | -0.6% | +10.2% | +9.7% |
| 3M | +1.0% | -4.9% | +5.9% | +2.3% |
| 6M | -8.0% | -8.8% | +0.8% | -5.9% |
| YTD | +9.4% | -10.7% | +20.2% | +12.4% |
| 1Y | +3.1% | -15.2% | +18.4% | +7.4% |
| 3Y | +70.5% | +42.5% | +28.0% | +49.7% |
| 5Y | +15.2% | -7.8% | +23.0% | +11.1% |
| 10Y | +291.2% | +20.0% | +271.2% | +236.1% |
| All | +1,838.4% | +204.0% | +1,634.4% | +976.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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