+300.2%
NEM vs FXI
+16.6%
+283.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -3.3% | -2.8% | -0.5% | -2.5% |
| 30D | +7.8% | -3.7% | +11.5% | +9.0% |
| 3M | +36.3% | -0.4% | +36.7% | +36.3% |
| 6M | +6.6% | -5.4% | +12.0% | +8.4% |
| YTD | +27.1% | -9.6% | +36.8% | +31.1% |
| 1Y | +62.3% | -11.9% | +74.3% | +68.5% |
| 3Y | +245.1% | +37.8% | +207.2% | +214.9% |
| 5Y | +154.0% | -7.0% | +161.0% | +148.8% |
| All | +300.2% | +16.6% | +283.6% | +224.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling