-24.0%
NKE vs FXI
+17.1%
-41.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -4.2% | -3.9% | -0.3% | -2.6% |
| 30D | -8.2% | -2.1% | -6.1% | -7.4% |
| 3M | -19.1% | -0.5% | -18.6% | -19.0% |
| 6M | -32.6% | -4.5% | -28.1% | -31.5% |
| YTD | -40.7% | -9.2% | -31.5% | -38.5% |
| 1Y | -48.9% | -13.8% | -35.1% | -45.8% |
| 3Y | -59.2% | +36.6% | -95.8% | -66.2% |
| 5Y | -75.3% | -6.7% | -68.7% | -76.0% |
| All | -24.0% | +17.1% | -41.1% | -34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling