+147.0%
NOK vs FXI
+39.4%
+107.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +5.4% | -4.2% | +9.6% | +6.7% |
| 30D | -14.1% | -1.1% | -13.0% | -13.9% |
| 3M | -23.6% | -4.0% | -19.6% | -22.8% |
| 6M | -45.1% | -11.8% | -33.3% | -43.1% |
| YTD | +24.7% | -11.9% | +36.6% | +29.2% |
| 1Y | +19.0% | -16.1% | +35.1% | +25.1% |
| 3Y | +147.0% | +38.8% | +108.2% | +125.8% |
| All | +147.0% | +39.4% | +107.6% | +125.8% |
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 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