-16.7%
FXI vs RGEN
+9.1%
-25.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -1.1% |
| 7D | -4.2% | -1.2% | -3.0% | -4.1% |
| 30D | -2.0% | -5.1% | +3.1% | -1.8% |
| 3M | -5.0% | +0.5% | -5.5% | -5.3% |
| 6M | -9.6% | +46.6% | -56.2% | -13.2% |
| YTD | -11.9% | +1.6% | -13.5% | -10.7% |
| 1Y | -16.7% | +5.4% | -22.0% | -16.0% |
| All | -16.7% | +9.1% | -25.8% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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