+104.7%
FLEX vs FXI
-9.2%
+113.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.8% | +6.9% |
| 7D | +7.0% | -1.0% | +7.9% | +7.8% |
| 30D | -5.8% | -3.2% | -2.6% | -2.9% |
| 3M | -24.2% | +1.7% | -25.9% | -26.7% |
| 6M | +90.8% | -1.6% | +92.4% | +97.1% |
| YTD | +89.2% | -7.9% | +97.1% | +108.4% |
| 1Y | +104.7% | -9.6% | +114.3% | +134.7% |
| All | +104.7% | -9.2% | +113.9% | +134.7% |
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