+408.1%
NKE vs FXI
+209.6%
+198.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -2.3% | -2.8% | +0.5% | -1.3% |
| 30D | -10.4% | -5.3% | -5.0% | -8.5% |
| 3M | -15.5% | +0.3% | -15.8% | -15.7% |
| 6M | -32.6% | -4.6% | -28.1% | -31.6% |
| YTD | -39.8% | -9.1% | -30.7% | -37.9% |
| 1Y | -47.6% | -12.0% | -35.6% | -45.2% |
| 3Y | -59.0% | +38.6% | -97.6% | -65.2% |
| 5Y | -74.9% | -6.6% | -68.4% | -75.9% |
| 10Y | -21.9% | +15.0% | -36.9% | -31.4% |
| All | +408.1% | +209.6% | +198.5% | +200.0% |
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