+1,780.7%
NEE vs FXI
+221.5%
+1,559.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -1.2% |
| 7D | +1.9% | +1.0% | +0.9% | +1.6% |
| 30D | -2.2% | -0.6% | -1.6% | -2.1% |
| 3M | -1.2% | +1.9% | -3.1% | -1.9% |
| 6M | -8.6% | -0.2% | -8.4% | -8.8% |
| YTD | +6.2% | -5.6% | +11.8% | +7.5% |
| 1Y | +21.1% | -4.7% | +25.8% | +22.0% |
| 3Y | +36.4% | +38.0% | -1.6% | +21.0% |
| 5Y | +11.4% | -2.7% | +14.0% | +5.6% |
| 10Y | +250.0% | +19.9% | +230.1% | +201.5% |
| All | +1,780.7% | +221.5% | +1,559.1% | +929.1% |
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