+629.3%
ON vs FXI
+17.1%
+612.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.2% |
| 7D | +2.4% | -3.9% | +6.2% | +5.6% |
| 30D | -8.6% | -2.1% | -6.5% | -7.1% |
| 3M | -34.3% | -0.5% | -33.9% | -34.2% |
| 6M | +28.5% | -4.5% | +33.1% | +33.6% |
| YTD | +40.6% | -9.2% | +49.9% | +51.6% |
| 1Y | +55.3% | -13.8% | +69.1% | +74.6% |
| 3Y | -22.2% | +36.6% | -58.8% | -42.3% |
| 5Y | +62.4% | -6.7% | +69.0% | +63.4% |
| All | +629.3% | +17.1% | +612.3% | +547.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling