+640.4%
FLEX vs FXI
+20.5%
+619.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.8% | +12.9% | +12.5% |
| 7D | -7.2% | +4.4% | -11.5% | -9.8% |
| 30D | -34.8% | +1.2% | -36.0% | -35.5% |
| 3M | -35.6% | -4.2% | -31.4% | -34.5% |
| 6M | -45.0% | -6.2% | -38.8% | -43.6% |
| YTD | +29.4% | -8.8% | +38.2% | +35.8% |
| 1Y | +24.8% | -11.6% | +36.4% | +33.2% |
| 3Y | +304.4% | +45.1% | +259.3% | +216.2% |
| 5Y | +484.1% | -1.2% | +485.3% | +465.2% |
| 10Y | +640.4% | +20.1% | +620.4% | +556.1% |
| All | +640.4% | +20.5% | +619.9% | +556.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling