+651.7%
FLEX vs FXI
+20.8%
+631.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.2% | +4.6% |
| 7D | +2.2% | -1.9% | +4.2% | +3.1% |
| 30D | -32.6% | -0.6% | -32.0% | -32.7% |
| 3M | -35.5% | -4.9% | -30.6% | -34.2% |
| 6M | -45.6% | -8.8% | -36.8% | -43.3% |
| YTD | +30.7% | -10.7% | +41.4% | +38.8% |
| 1Y | +28.4% | -15.2% | +43.6% | +40.1% |
| 3Y | +301.7% | +42.5% | +259.2% | +217.0% |
| 5Y | +473.3% | -7.8% | +481.1% | +484.8% |
| 10Y | +651.7% | +20.0% | +631.8% | +573.7% |
| All | +651.7% | +20.8% | +631.0% | +573.7% |
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