-11.2%
NXPI vs FXI
-8.9%
-2.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.5% | +3.5% |
| 7D | +1.7% | -1.9% | +3.6% | +2.3% |
| 30D | +19.7% | -0.6% | +20.3% | +19.6% |
| 3M | +14.5% | -4.9% | +19.4% | +17.0% |
| 6M | -11.2% | -8.8% | -2.4% | -4.7% |
| All | -11.2% | -8.9% | -2.3% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling