+2,490.2%
NVDL vs FXI
+29.4%
+2,460.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -10.3% | -3.9% | -6.4% | -7.7% |
| 30D | -7.1% | -2.1% | -5.0% | -5.8% |
| 3M | +6.6% | -0.5% | +7.0% | +6.4% |
| 6M | +21.1% | -4.5% | +25.6% | +25.6% |
| YTD | +15.2% | -9.2% | +24.5% | +24.4% |
| 1Y | +18.8% | -13.8% | +32.6% | +32.9% |
| 3Y | +649.9% | +36.6% | +613.3% | +517.5% |
| All | +2,490.2% | +29.4% | +2,460.8% | +2,203.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling