+2,003.0%
ON vs FXI
+208.4%
+1,794.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.2% |
| 7D | -4.1% | +3.7% | -7.8% | -6.7% |
| 30D | -10.2% | +0.5% | -10.7% | -10.8% |
| 3M | -12.7% | -5.7% | -7.0% | -9.9% |
| 6M | -32.5% | -6.9% | -25.6% | -29.6% |
| YTD | +28.6% | -9.5% | +38.0% | +36.8% |
| 1Y | +43.4% | -14.0% | +57.4% | +57.9% |
| 3Y | +3.3% | +44.5% | -41.2% | -22.3% |
| 5Y | +22.5% | -2.8% | +25.3% | +15.4% |
| 10Y | +535.7% | +20.3% | +515.4% | +452.4% |
| All | +2,003.0% | +208.4% | +1,794.7% | +650.2% |
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 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