+247.7%
NEM vs FXI
+40.3%
+207.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.2% |
| 7D | +3.9% | -1.0% | +4.8% | +4.2% |
| 30D | +12.7% | -3.2% | +16.0% | +14.2% |
| 3M | +28.7% | +1.7% | +27.0% | +27.7% |
| 6M | +9.8% | -1.6% | +11.3% | +10.7% |
| YTD | +28.1% | -7.9% | +36.0% | +32.5% |
| 1Y | +69.3% | -9.6% | +79.0% | +76.2% |
| 3Y | +247.7% | +40.5% | +207.2% | +214.2% |
| All | +247.7% | +40.3% | +207.3% | +214.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling