-4.9%
FXI vs RBA
+45.3%
-50.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +1.0% | -2.9% | +4.0% | +1.6% |
| 30D | -0.6% | -12.3% | +11.7% | +1.9% |
| 3M | +1.9% | -20.5% | +22.4% | +5.8% |
| 6M | -0.2% | -18.5% | +18.4% | +2.9% |
| YTD | -5.6% | -18.2% | +12.6% | -3.0% |
| 1Y | -4.7% | -27.5% | +22.8% | +0.4% |
| 3Y | +38.0% | +38.1% | 0.0% | +25.4% |
| All | -4.9% | +45.3% | -50.2% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling