+19.2%
FXI vs FLR
+7.4%
+11.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -4.2% | +5.4% | -9.6% | -4.8% |
| 30D | -1.1% | +2.8% | -4.0% | -1.5% |
| 3M | -4.0% | -6.4% | +2.4% | -3.5% |
| 6M | -11.8% | +8.8% | -20.6% | -13.3% |
| YTD | -11.9% | +23.6% | -35.5% | -14.9% |
| 1Y | -16.1% | +13.8% | -29.9% | -18.3% |
| 3Y | +38.8% | +36.5% | +2.3% | +30.1% |
| 5Y | -9.1% | +119.3% | -128.4% | -19.6% |
| All | +19.2% | +7.4% | +11.8% | +18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling