+15.0%
FXI vs FLUT
-10.4%
+25.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | -2.8% | -2.6% | -0.2% | -2.5% |
| 30D | -5.3% | +5.4% | -10.7% | -6.0% |
| 3M | +0.3% | -10.8% | +11.1% | +1.2% |
| 6M | -4.6% | -9.2% | +4.6% | -4.2% |
| YTD | -9.1% | -53.8% | +44.7% | -1.9% |
| 1Y | -12.0% | -66.0% | +54.0% | -2.0% |
| 3Y | +38.6% | -44.7% | +83.3% | +44.2% |
| 5Y | -6.6% | -50.6% | +44.0% | -5.5% |
| 10Y | +15.0% | -10.4% | +25.4% | +15.2% |
| All | +15.0% | -10.4% | +25.4% | +15.2% |
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