+208.6%
FXI vs RBA
+1,320.5%
-1,111.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +3.7% | +3.2% | +0.5% | +2.6% |
| 30D | +0.5% | +12.0% | -11.5% | -3.4% |
| 3M | -5.7% | +2.9% | -8.6% | -7.0% |
| 6M | -6.9% | -6.3% | -0.6% | -6.1% |
| YTD | -9.5% | -5.9% | -3.6% | -9.5% |
| 1Y | -14.0% | -3.9% | -10.1% | -14.8% |
| 3Y | +44.5% | +64.9% | -20.3% | +16.0% |
| 5Y | -2.8% | +48.5% | -51.3% | -21.9% |
| 10Y | +20.3% | +211.8% | -191.5% | -33.0% |
| All | +208.6% | +1,320.5% | -1,111.9% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling