+1,980.5%
NOW vs FXI
+47.1%
+1,933.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -6.9% | -6.4% |
| 7D | -6.7% | +6.9% | -13.5% | -9.5% |
| 30D | -25.8% | +3.5% | -29.3% | -27.1% |
| 3M | -12.7% | -3.2% | -9.5% | -11.7% |
| 6M | +11.2% | -3.5% | +14.8% | +12.4% |
| YTD | -33.2% | -8.1% | -25.1% | -31.3% |
| 1Y | -41.8% | -10.5% | -31.3% | -39.5% |
| 3Y | -15.7% | +43.0% | -58.7% | -33.3% |
| 5Y | -26.0% | -0.1% | -26.0% | -30.9% |
| 10Y | +515.1% | +22.7% | +492.4% | +405.5% |
| All | +1,980.5% | +47.1% | +1,933.4% | +1,450.7% |
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