+449.4%
FLEX vs FXI
+43.0%
+406.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.8% |
| 7D | -0.9% | +1.0% | -1.9% | -1.4% |
| 30D | -10.1% | -0.6% | -9.6% | -10.0% |
| 3M | -31.3% | +1.9% | -33.3% | -32.2% |
| 6M | +71.3% | -0.2% | +71.4% | +72.0% |
| YTD | +81.2% | -5.6% | +86.8% | +86.3% |
| 1Y | +98.5% | -4.7% | +103.2% | +103.7% |
| All | +449.4% | +43.0% | +406.4% | +398.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling