+204.2%
FXI vs FLUT
+648.3%
-444.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -1.7% |
| 7D | -1.9% | +4.5% | -6.5% | -2.3% |
| 30D | -0.6% | +9.2% | -9.9% | -1.3% |
| 3M | -4.9% | -13.7% | +8.8% | -4.1% |
| 6M | -8.8% | -9.0% | +0.2% | -8.6% |
| YTD | -10.7% | -60.2% | +49.5% | -5.3% |
| 1Y | -15.2% | -63.1% | +47.9% | -9.7% |
| 3Y | +42.5% | -42.5% | +84.9% | +46.0% |
| 5Y | -7.8% | -47.6% | +39.7% | -6.3% |
| 10Y | +20.0% | -22.9% | +42.9% | +18.9% |
| All | +204.2% | +648.3% | -444.1% | +179.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling