-39.3%
NFLX vs FXI
-10.5%
-28.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.5% | +3.8% |
| 7D | +7.1% | +6.6% | +0.5% | +5.8% |
| 30D | -1.6% | +2.2% | -3.8% | -2.1% |
| 3M | -9.8% | -4.7% | -5.0% | -9.3% |
| 6M | -27.1% | -4.7% | -22.4% | -26.8% |
| YTD | -29.2% | -9.0% | -20.2% | -29.2% |
| 1Y | -39.3% | -10.5% | -28.7% | -38.3% |
| All | -39.3% | -10.5% | -28.7% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 1y: compounded portfolio wealth divided by compounded FXI 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…
1y analysis · Full analysis span regression · 6 months rolling