+138.6%
NOK vs FXI
+17.1%
+121.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.6% |
| 7D | +11.0% | -3.9% | +14.8% | +12.7% |
| 30D | +7.8% | -2.1% | +9.9% | +8.7% |
| 3M | -21.0% | -0.5% | -20.5% | -21.1% |
| 6M | +40.9% | -4.5% | +45.4% | +43.7% |
| YTD | +72.0% | -9.2% | +81.3% | +78.7% |
| 1Y | +140.9% | -13.8% | +154.7% | +155.3% |
| 3Y | +194.3% | +36.6% | +157.7% | +148.3% |
| 5Y | +112.5% | -6.7% | +119.2% | +110.5% |
| All | +138.6% | +17.1% | +121.5% | +98.2% |
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