+14.5%
NET vs FXI
-10.5%
+25.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -3.6% |
| 7D | -16.4% | +6.6% | -22.9% | -17.9% |
| 30D | -25.8% | +2.2% | -28.0% | -26.1% |
| 3M | -11.5% | -4.7% | -6.8% | -10.1% |
| 6M | +18.9% | -4.7% | +23.6% | +20.5% |
| YTD | +35.2% | -9.0% | +44.2% | +36.4% |
| 1Y | +14.5% | -10.5% | +25.0% | +16.1% |
| All | +14.5% | -10.5% | +25.0% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling