+213.9%
FXI vs FLR
+213.8%
+0.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.7% |
| 7D | -1.0% | +0.7% | -1.6% | -1.2% |
| 30D | -3.2% | -0.7% | -2.6% | -3.4% |
| 3M | +1.7% | +14.3% | -12.7% | -3.2% |
| 6M | -1.6% | +25.6% | -27.2% | -9.6% |
| YTD | -7.9% | +42.9% | -50.8% | -18.6% |
| 1Y | -9.6% | +38.7% | -48.4% | -20.1% |
| 3Y | +40.5% | +61.8% | -21.3% | +12.3% |
| 5Y | -6.2% | +254.1% | -260.3% | -43.6% |
| 10Y | +14.2% | +20.0% | -5.9% | -22.0% |
| All | +213.9% | +213.8% | +0.1% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling