+26.7%
NFLX vs FXI
-7.1%
+33.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.0% |
| 7D | -5.0% | -1.0% | -4.0% | -4.7% |
| 30D | +3.5% | -3.2% | +6.8% | +4.7% |
| 3M | -7.1% | +1.7% | -8.8% | -7.7% |
| 6M | -22.5% | -1.6% | -20.9% | -22.3% |
| YTD | -18.1% | -7.9% | -10.2% | -16.1% |
| 1Y | -38.3% | -9.6% | -28.7% | -36.5% |
| 3Y | +73.4% | +40.5% | +32.9% | +42.2% |
| 5Y | +26.7% | -6.2% | +32.9% | +37.3% |
| All | +26.7% | -7.1% | +33.8% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling