-11.9%
FXI vs FLUT
-66.2%
+54.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.8% | -3.6% | +0.8% | -2.6% |
| 30D | -3.7% | -0.3% | -3.3% | -3.8% |
| 3M | -0.4% | -12.6% | +12.2% | +0.2% |
| 6M | -5.4% | -8.0% | +2.6% | -5.2% |
| YTD | -9.6% | -54.1% | +44.5% | -3.6% |
| 1Y | -11.9% | -66.1% | +54.2% | -4.9% |
| All | -11.9% | -66.2% | +54.2% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling