+131.0%
NEM vs FXI
-6.5%
+137.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | +0.3% | -1.9% | +2.2% | +0.9% |
| 30D | +1.1% | -0.6% | +1.8% | +1.4% |
| 3M | +1.3% | -4.9% | +6.2% | +2.9% |
| 6M | -1.4% | -8.8% | +7.4% | +1.5% |
| YTD | +19.4% | -10.7% | +30.2% | +23.9% |
| 1Y | +32.9% | -15.2% | +48.2% | +39.9% |
| 3Y | +267.0% | +42.5% | +224.5% | +232.3% |
| 5Y | +131.0% | -7.8% | +138.8% | +115.8% |
| All | +131.0% | -6.5% | +137.6% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling