+2,578.6%
NVO vs FXI
+213.7%
+2,364.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.4% |
| 7D | +0.1% | -1.0% | +1.1% | +0.4% |
| 30D | -3.2% | -3.2% | 0.0% | -2.3% |
| 3M | +11.5% | +1.7% | +9.8% | +10.9% |
| 6M | +22.9% | -1.6% | +24.5% | +23.3% |
| YTD | -6.8% | -7.9% | +1.1% | -4.7% |
| 1Y | -12.6% | -9.6% | -3.0% | -10.3% |
| 3Y | -49.6% | +40.5% | -90.0% | -55.2% |
| 5Y | +0.6% | -6.2% | +6.8% | -2.7% |
| 10Y | +148.3% | +14.2% | +134.1% | +120.7% |
| All | +2,578.6% | +213.7% | +2,364.9% | +1,575.7% |
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