+208.6%
FXI vs RCAT
-99.9%
+308.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | -0.7% |
| 7D | +3.7% | -5.6% | +9.3% | +3.7% |
| 30D | +0.5% | -27.0% | +27.5% | +0.5% |
| 3M | -5.7% | -57.9% | +52.2% | -5.6% |
| 6M | -6.9% | -59.4% | +52.5% | -6.9% |
| YTD | -9.5% | -46.9% | +37.5% | -9.4% |
| 1Y | -14.0% | -54.0% | +40.0% | -14.0% |
| 3Y | +44.5% | +378.4% | -333.9% | +44.3% |
| 5Y | -2.8% | +61.9% | -64.7% | -2.9% |
| 10Y | +20.3% | -99.6% | +120.0% | +21.0% |
| All | +208.6% | -99.9% | +308.5% | +247.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling