-59.4%
NKE vs FXI
+35.7%
-95.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -5.5% | -2.8% | -2.7% | -4.8% |
| 30D | -10.4% | -3.7% | -6.8% | -9.6% |
| 3M | -15.8% | -0.4% | -15.4% | -15.8% |
| 6M | -33.4% | -5.4% | -28.0% | -32.5% |
| YTD | -41.0% | -9.6% | -31.4% | -39.6% |
| 1Y | -49.1% | -11.9% | -37.1% | -47.5% |
| All | -59.4% | +35.7% | -95.2% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling