+36.8%
FXI vs FLR
+56.0%
-19.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.8% |
| 7D | -2.8% | -3.1% | +0.3% | -2.4% |
| 30D | -5.3% | +4.9% | -10.3% | -6.1% |
| 3M | +0.3% | +10.8% | -10.5% | -1.9% |
| 6M | -4.6% | +19.7% | -24.2% | -8.5% |
| YTD | -9.1% | +38.4% | -47.4% | -15.1% |
| 1Y | -12.0% | +34.7% | -46.7% | -17.9% |
| All | +36.8% | +56.0% | -19.2% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling