-15.2%
FXI vs RCAT
-51.9%
+36.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | -1.9% | +7.2% | -9.2% | -2.2% |
| 30D | -0.6% | -20.4% | +19.8% | -0.1% |
| 3M | -4.9% | -59.8% | +54.9% | -2.6% |
| 6M | -8.8% | -61.9% | +53.1% | -6.6% |
| YTD | -10.7% | -45.9% | +35.2% | -12.3% |
| 1Y | -15.2% | -50.5% | +35.3% | -16.8% |
| All | -15.2% | -51.9% | +36.6% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling