+46.2%
NOK vs FXI
+213.7%
-167.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.5% | +8.6% | +7.4% |
| 7D | +7.3% | -1.0% | +8.2% | +7.7% |
| 30D | +13.8% | -3.2% | +17.0% | +15.4% |
| 3M | -27.0% | +1.7% | -28.7% | -27.9% |
| 6M | +37.6% | -1.6% | +39.2% | +38.7% |
| YTD | +64.6% | -7.9% | +72.5% | +71.2% |
| 1Y | +132.0% | -9.6% | +141.6% | +143.1% |
| 3Y | +183.7% | +40.5% | +143.2% | +126.8% |
| 5Y | +101.3% | -6.2% | +107.5% | +89.3% |
| 10Y | +122.4% | +14.2% | +108.2% | +81.2% |
| All | +46.2% | +213.7% | -167.4% | -33.6% |
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