+424.8%
FLEX vs FXI
-9.2%
+433.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +7.5% | -4.2% | +11.7% | +9.1% |
| 30D | -25.3% | -1.1% | -24.2% | -25.2% |
| 3M | -39.7% | -4.0% | -35.7% | -39.0% |
| 6M | -47.9% | -11.8% | -36.0% | -45.7% |
| YTD | +24.1% | -11.9% | +36.0% | +29.9% |
| 1Y | +26.0% | -16.1% | +42.1% | +33.9% |
| 3Y | +282.7% | +38.8% | +243.9% | +242.6% |
| All | +424.8% | -9.2% | +433.9% | +502.0% |
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