-1.2%
FXI vs RBA
+37.7%
-38.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.3% |
| 7D | +5.7% | +4.3% | +1.4% | +4.8% |
| 30D | +4.6% | +16.3% | -11.7% | +1.5% |
| 3M | -2.8% | +1.3% | -4.1% | -3.2% |
| 6M | -6.1% | -11.1% | +5.0% | -4.6% |
| YTD | -8.0% | -8.5% | +0.4% | -7.6% |
| 1Y | -11.3% | -2.1% | -9.2% | -12.2% |
| 3Y | +42.6% | +44.6% | -1.9% | +28.2% |
| All | -1.2% | +37.7% | -38.8% | -11.8% |
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