+663.2%
FLEX vs FXI
-4.2%
+667.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.9% |
| 7D | -0.9% | +1.0% | -1.9% | -1.3% |
| 30D | -10.1% | -0.6% | -9.6% | -10.1% |
| 3M | -31.3% | +1.9% | -33.3% | -32.0% |
| 6M | +71.3% | -0.2% | +71.4% | +71.8% |
| YTD | +81.2% | -5.6% | +86.8% | +85.6% |
| 1Y | +98.5% | -4.7% | +103.2% | +102.8% |
| 3Y | +428.2% | +38.0% | +390.2% | +372.3% |
| All | +663.2% | -4.2% | +667.5% | +693.6% |
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