+18.8%
NVDL vs FXI
-12.5%
+31.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.7% |
| 7D | -10.3% | -3.9% | -6.4% | -5.5% |
| 30D | -7.1% | -2.1% | -5.0% | -4.8% |
| 3M | +6.6% | -0.5% | +7.0% | +5.5% |
| 6M | +21.1% | -4.5% | +25.6% | +28.3% |
| YTD | +15.2% | -9.2% | +24.5% | +32.7% |
| 1Y | +18.8% | -13.8% | +32.6% | +44.2% |
| All | +18.8% | -12.5% | +31.3% | +44.2% |
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