-6.0%
FXI vs FLNC
-71.1%
+65.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.7% | -0.2% |
| 7D | -2.8% | -5.0% | +2.2% | -2.5% |
| 30D | -3.7% | -26.1% | +22.4% | -1.4% |
| 3M | -0.4% | -55.2% | +54.8% | +5.5% |
| 6M | -5.4% | -42.6% | +37.2% | -4.2% |
| YTD | -9.6% | -51.0% | +41.4% | -8.4% |
| 1Y | -11.9% | +43.3% | -55.3% | -22.2% |
| 3Y | +37.8% | -63.4% | +101.2% | +30.3% |
| All | -6.0% | -71.1% | +65.1% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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