+604.7%
FLEX vs FXI
+213.2%
+391.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.5% | +4.5% |
| 7D | -19.3% | +5.7% | -25.0% | -22.3% |
| 30D | -41.5% | +4.6% | -46.1% | -43.2% |
| 3M | -43.1% | -2.8% | -40.3% | -42.6% |
| 6M | -48.2% | -6.1% | -42.1% | -46.8% |
| YTD | +15.5% | -8.0% | +23.5% | +21.0% |
| 1Y | +10.2% | -11.3% | +21.5% | +18.0% |
| 3Y | +256.8% | +42.6% | +214.2% | +176.6% |
| 5Y | +408.2% | -0.1% | +408.2% | +355.9% |
| 10Y | +580.8% | +22.7% | +558.1% | +445.0% |
| All | +604.7% | +213.2% | +391.4% | +168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling