-4.7%
FXI vs FLR
+31.2%
-35.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.9% | +1.7% |
| 7D | +1.0% | +5.4% | -4.4% | +0.5% |
| 30D | -0.6% | +11.4% | -11.9% | -1.9% |
| 3M | +1.9% | +11.4% | -9.5% | +0.2% |
| 6M | -0.2% | +16.6% | -16.8% | -3.1% |
| YTD | -5.6% | +41.7% | -47.3% | -10.5% |
| 1Y | -4.7% | +35.4% | -40.1% | -8.5% |
| All | -4.7% | +31.2% | -35.9% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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