+16.3%
NXPI vs FXI
+40.3%
-24.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.7% | -0.5% |
| 7D | +0.7% | -1.0% | +1.6% | +1.2% |
| 30D | -6.6% | -3.2% | -3.4% | -5.1% |
| 3M | -25.4% | +1.7% | -27.1% | -26.2% |
| 6M | +11.9% | -1.6% | +13.5% | +12.7% |
| YTD | +4.0% | -7.9% | +11.9% | +8.3% |
| 1Y | +1.0% | -9.6% | +10.7% | +6.2% |
| 3Y | +16.3% | +40.5% | -24.1% | -2.2% |
| All | +16.3% | +40.3% | -24.0% | -2.2% |
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 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