-6.2%
FXI vs FLUT
-50.1%
+43.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.5% |
| 7D | -1.0% | +3.8% | -4.8% | -1.5% |
| 30D | -3.2% | +6.3% | -9.5% | -4.3% |
| 3M | +1.7% | -4.0% | +5.7% | +1.8% |
| 6M | -1.6% | -10.3% | +8.7% | -0.8% |
| YTD | -7.9% | -53.2% | +45.3% | +3.0% |
| 1Y | -9.6% | -65.0% | +55.4% | +5.8% |
| 3Y | +40.5% | -43.9% | +84.4% | +47.1% |
| 5Y | -6.2% | -49.2% | +43.0% | -4.6% |
| All | -6.2% | -50.1% | +43.9% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling