-7.0%
FXI vs FLR
+230.6%
-237.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.2% |
| 7D | -2.8% | -6.9% | +4.1% | -1.8% |
| 30D | -3.7% | +1.1% | -4.8% | -3.9% |
| 3M | -0.4% | +14.3% | -14.7% | -3.1% |
| 6M | -5.4% | +19.1% | -24.5% | -9.1% |
| YTD | -9.6% | +35.1% | -44.7% | -15.0% |
| 1Y | -11.9% | +29.5% | -41.4% | -17.0% |
| 3Y | +37.8% | +53.0% | -15.2% | +22.3% |
| 5Y | -7.0% | +238.9% | -246.0% | -26.9% |
| All | -7.0% | +230.6% | -237.6% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling