+221.8%
FXI vs RBA
+1,134.2%
-912.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +1.0% | -2.9% | +4.0% | +2.0% |
| 30D | -0.6% | -12.3% | +11.7% | +3.7% |
| 3M | +1.9% | -20.5% | +22.4% | +9.0% |
| 6M | -0.2% | -18.5% | +18.4% | +5.5% |
| YTD | -5.6% | -18.2% | +12.6% | -0.8% |
| 1Y | -4.7% | -27.5% | +22.8% | +4.1% |
| 3Y | +38.0% | +38.1% | 0.0% | +17.4% |
| 5Y | -2.7% | +44.8% | -47.5% | -21.7% |
| 10Y | +19.9% | +187.1% | -167.2% | -31.6% |
| All | +221.8% | +1,134.2% | -912.4% | +7.4% |
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