+22.8%
FLEX vs FXI
-13.0%
+35.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.8% | +12.9% | +12.7% |
| 7D | -7.2% | +4.4% | -11.5% | -11.4% |
| 30D | -34.8% | +1.2% | -36.0% | -35.5% |
| 3M | -35.6% | -4.2% | -31.4% | -32.7% |
| 6M | -45.0% | -6.2% | -38.8% | -39.3% |
| YTD | +29.4% | -8.8% | +38.2% | +45.8% |
| All | +22.8% | -13.0% | +35.9% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling