+10.8%
NOK vs FXI
+200.0%
-189.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +5.4% | -4.2% | +9.6% | +7.6% |
| 30D | -14.1% | -1.1% | -13.0% | -13.8% |
| 3M | -23.6% | -4.0% | -19.6% | -22.4% |
| 6M | -45.1% | -11.8% | -33.3% | -41.8% |
| YTD | +24.7% | -11.9% | +36.6% | +32.2% |
| 1Y | +19.0% | -16.1% | +35.1% | +29.3% |
| 3Y | +147.0% | +38.8% | +108.2% | +97.9% |
| 5Y | +58.2% | -9.1% | +67.2% | +50.9% |
| 10Y | +122.3% | +18.4% | +103.8% | +76.5% |
| All | +10.8% | +200.0% | -189.2% | -48.7% |
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