+651.2%
NVDL vs FXI
+35.7%
+615.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.2% |
| 7D | -8.7% | -2.8% | -5.9% | -6.5% |
| 30D | -1.3% | -3.7% | +2.4% | +1.5% |
| 3M | +11.4% | -0.4% | +11.8% | +11.1% |
| 6M | +22.9% | -5.4% | +28.3% | +28.8% |
| YTD | +15.4% | -9.6% | +25.0% | +26.0% |
| 1Y | +18.8% | -11.9% | +30.7% | +32.4% |
| All | +651.2% | +35.7% | +615.5% | +511.8% |
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