+1,987.9%
ON vs FXI
+210.6%
+1,777.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.8% | +10.0% | +9.7% |
| 7D | -1.4% | +4.4% | -5.8% | -4.5% |
| 30D | -10.9% | +1.2% | -12.1% | -11.9% |
| 3M | -14.9% | -4.2% | -10.7% | -13.0% |
| 6M | -33.0% | -6.2% | -26.8% | -30.4% |
| YTD | +27.6% | -8.8% | +36.4% | +35.2% |
| 1Y | +44.5% | -11.6% | +56.1% | +56.2% |
| 3Y | +7.4% | +45.1% | -37.7% | -19.4% |
| 5Y | +18.7% | -1.2% | +19.9% | +10.6% |
| 10Y | +516.0% | +20.1% | +495.9% | +435.9% |
| All | +1,987.9% | +210.6% | +1,777.3% | +641.3% |
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