-48.2%
FLEX vs FXI
-4.9%
-43.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.5% | +4.6% |
| 7D | -19.3% | +5.7% | -25.0% | -19.1% |
| 30D | -41.5% | +4.6% | -46.1% | -41.0% |
| 3M | -43.1% | -2.8% | -40.3% | -42.2% |
| 6M | -48.2% | -6.1% | -42.1% | -41.4% |
| All | -48.2% | -4.9% | -43.4% | -41.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling