+140.9%
NOK vs FXI
-12.5%
+153.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.6% |
| 7D | +11.0% | -3.9% | +14.8% | +13.1% |
| 30D | +7.8% | -2.1% | +9.9% | +8.8% |
| 3M | -21.0% | -0.5% | -20.5% | -21.4% |
| 6M | +40.9% | -4.5% | +45.4% | +45.2% |
| YTD | +72.0% | -9.2% | +81.3% | +78.3% |
| 1Y | +140.9% | -13.8% | +154.7% | +151.8% |
| All | +140.9% | -12.5% | +153.4% | +151.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling