+15.0%
FXI vs RBA
+189.2%
-174.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -2.8% | -1.9% | -0.9% | -2.4% |
| 30D | -5.3% | -13.0% | +7.7% | -2.5% |
| 3M | +0.3% | -23.1% | +23.5% | +5.6% |
| 6M | -4.6% | -22.6% | +18.0% | +0.1% |
| YTD | -9.1% | -20.4% | +11.3% | -5.5% |
| 1Y | -12.0% | -29.6% | +17.6% | -6.0% |
| 3Y | +38.6% | +26.6% | +12.1% | +27.4% |
| 5Y | -6.6% | +38.2% | -44.7% | -17.9% |
| 10Y | +15.0% | +194.7% | -179.7% | -21.0% |
| All | +15.0% | +189.2% | -174.2% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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