+265.3%
NEM vs FXI
+200.0%
+65.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -6.4% | -4.2% | -2.2% | -5.1% |
| 30D | +1.4% | -1.1% | +2.5% | +1.9% |
| 3M | -0.7% | -4.0% | +3.2% | +0.6% |
| 6M | -4.5% | -11.8% | +7.4% | -0.5% |
| YTD | +14.0% | -11.9% | +25.9% | +19.1% |
| 1Y | +27.3% | -16.1% | +43.4% | +35.0% |
| 3Y | +250.5% | +38.8% | +211.7% | +211.4% |
| 5Y | +121.1% | -9.1% | +130.1% | +117.5% |
| 10Y | +358.3% | +18.4% | +339.9% | +295.8% |
| All | +265.3% | +200.0% | +65.3% | +59.1% |
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