-1.2%
FXI vs RCAT
+71.1%
-72.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.4% | -12.2% | -1.1% |
| 7D | +4.4% | +1.1% | +3.2% | +4.2% |
| 30D | +1.2% | -22.0% | +23.2% | +1.8% |
| 3M | -4.2% | -51.1% | +47.0% | -2.5% |
| 6M | -6.2% | -56.6% | +50.4% | -4.7% |
| YTD | -8.8% | -43.3% | +34.5% | -8.6% |
| 1Y | -11.6% | -51.5% | +39.9% | -11.2% |
| 3Y | +45.1% | +411.4% | -366.2% | +34.9% |
| 5Y | -1.2% | +74.4% | -75.6% | -4.1% |
| All | -1.2% | +71.1% | -72.3% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling