+313.6%
NEM vs FXI
+221.5%
+92.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.3% |
| 7D | +0.3% | +1.0% | -0.7% | -0.1% |
| 30D | +23.1% | -0.6% | +23.6% | +23.3% |
| 3M | +18.5% | +1.9% | +16.6% | +17.7% |
| 6M | +7.8% | -0.2% | +7.9% | +8.0% |
| YTD | +29.1% | -5.6% | +34.7% | +31.8% |
| 1Y | +72.7% | -4.7% | +77.3% | +75.8% |
| 3Y | +248.7% | +38.0% | +210.7% | +210.1% |
| 5Y | +148.7% | -2.7% | +151.4% | +138.8% |
| 10Y | +304.8% | +19.9% | +284.9% | +248.5% |
| All | +313.6% | +221.5% | +92.0% | +76.1% |
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