+127.9%
NOK vs FXI
+19.2%
+108.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +5.4% | -4.2% | +9.6% | +7.2% |
| 30D | -14.1% | -1.1% | -13.0% | -13.9% |
| 3M | -23.6% | -4.0% | -19.6% | -22.6% |
| 6M | -45.1% | -11.8% | -33.3% | -42.5% |
| YTD | +24.7% | -11.9% | +36.6% | +30.8% |
| 1Y | +19.0% | -16.1% | +35.1% | +27.3% |
| 3Y | +147.0% | +38.8% | +108.2% | +106.4% |
| 5Y | +58.2% | -9.1% | +67.2% | +58.4% |
| All | +127.9% | +19.2% | +108.7% | +99.1% |
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 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