+20.0%
FXI vs FLUT
-22.9%
+42.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -1.8% |
| 7D | -1.9% | +4.5% | -6.5% | -2.4% |
| 30D | -0.6% | +9.2% | -9.9% | -1.7% |
| 3M | -4.9% | -13.7% | +8.8% | -3.7% |
| 6M | -8.8% | -9.0% | +0.2% | -8.5% |
| YTD | -10.7% | -60.2% | +49.5% | -2.4% |
| 1Y | -15.2% | -63.1% | +47.9% | -6.7% |
| 3Y | +42.5% | -42.5% | +84.9% | +47.4% |
| 5Y | -7.8% | -47.6% | +39.7% | -6.4% |
| 10Y | +20.0% | -22.9% | +42.9% | +22.1% |
| All | +20.0% | -22.9% | +42.9% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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