+1,381.0%
NET vs FXI
-2.7%
+1,383.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -5.2% |
| 7D | -16.4% | +6.6% | -22.9% | -19.8% |
| 30D | -25.8% | +2.2% | -28.0% | -27.0% |
| 3M | -11.5% | -4.7% | -6.8% | -9.2% |
| 6M | +18.9% | -4.7% | +23.6% | +21.6% |
| YTD | +35.2% | -9.0% | +44.2% | +41.6% |
| 1Y | +14.5% | -10.5% | +25.0% | +21.1% |
| 3Y | +313.8% | +41.6% | +272.2% | +200.8% |
| 5Y | +32.6% | -2.8% | +35.4% | +29.4% |
| All | +1,381.0% | -2.7% | +1,383.7% | +1,338.2% |
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 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