+15.0%
FXI vs RCAT
-98.5%
+113.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.3% |
| 7D | -2.8% | -2.3% | -0.5% | -2.8% |
| 30D | -5.3% | -18.7% | +13.4% | -5.3% |
| 3M | +0.3% | -29.3% | +29.6% | +0.4% |
| 6M | -4.6% | -42.3% | +37.7% | -4.5% |
| YTD | -9.1% | +2.5% | -11.6% | -9.2% |
| 1Y | -12.0% | -5.7% | -6.3% | -12.0% |
| 3Y | +38.6% | +764.9% | -726.2% | +38.2% |
| 5Y | -6.6% | +182.3% | -188.9% | -6.9% |
| 10Y | +15.0% | -98.5% | +113.5% | +25.1% |
| All | +15.0% | -98.5% | +113.5% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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