+200.3%
FXI vs FLR
+171.5%
+28.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -4.2% | +5.4% | -9.6% | -5.7% |
| 30D | -1.1% | +2.8% | -4.0% | -2.2% |
| 3M | -4.0% | -6.4% | +2.4% | -3.0% |
| 6M | -11.8% | +8.8% | -20.6% | -15.6% |
| YTD | -11.9% | +23.6% | -35.5% | -19.5% |
| 1Y | -16.1% | +13.8% | -29.9% | -21.8% |
| 3Y | +38.8% | +36.5% | +2.3% | +15.8% |
| 5Y | -9.1% | +119.3% | -128.4% | -37.0% |
| 10Y | +18.4% | +8.0% | +10.5% | -16.9% |
| All | +200.3% | +171.5% | +28.8% | +34.3% |
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