-3.1%
NVO vs FXI
-6.5%
+3.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -7.6% | -3.9% | -3.7% | -6.9% |
| 30D | -6.0% | -2.1% | -3.9% | -5.6% |
| 3M | -0.8% | -0.5% | -0.3% | -0.7% |
| 6M | +16.5% | -4.5% | +21.0% | +17.5% |
| YTD | -11.1% | -9.2% | -1.9% | -9.5% |
| 1Y | -16.7% | -13.8% | -2.9% | -14.5% |
| 3Y | -52.9% | +36.6% | -89.5% | -55.2% |
| All | -3.1% | -6.5% | +3.4% | +0.4% |
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