+1,747.1%
NXPI vs FXI
+26.4%
+1,720.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +0.2% |
| 7D | +1.9% | +1.0% | +0.9% | +1.2% |
| 30D | -1.4% | -0.6% | -0.9% | -1.2% |
| 3M | -29.1% | +1.9% | -31.0% | -30.1% |
| 6M | +6.2% | -0.2% | +6.4% | +6.1% |
| YTD | +5.9% | -5.6% | +11.5% | +9.7% |
| 1Y | +2.9% | -4.7% | +7.5% | +5.9% |
| 3Y | +14.5% | +38.0% | -23.5% | -12.7% |
| 5Y | +17.1% | -2.7% | +19.7% | +8.7% |
| 10Y | +193.4% | +19.9% | +173.4% | +125.8% |
| All | +1,747.1% | +26.4% | +1,720.7% | +1,112.5% |
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 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