+14.7%
FXI vs FLR
+19.7%
-5.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | -3.9% | -3.5% | -0.4% | -3.5% |
| 30D | -2.1% | +4.2% | -6.3% | -2.6% |
| 3M | -0.5% | +8.1% | -8.5% | -1.7% |
| 6M | -4.5% | +21.5% | -26.1% | -7.3% |
| YTD | -9.2% | +36.8% | -46.0% | -13.1% |
| 1Y | -13.8% | +31.2% | -45.0% | -17.3% |
| 3Y | +36.6% | +53.9% | -17.3% | +26.6% |
| 5Y | -6.7% | +243.0% | -249.7% | -20.8% |
| All | +14.7% | +19.7% | -5.1% | +10.5% |
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 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