+40.5%
FXI vs RGEN
-0.1%
+40.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.5% |
| 7D | -1.0% | -0.9% | -0.1% | -0.9% |
| 30D | -3.2% | +2.8% | -6.1% | -3.6% |
| 3M | +1.7% | +34.5% | -32.8% | -2.0% |
| 6M | -1.6% | +40.5% | -42.0% | -6.0% |
| YTD | -7.9% | +2.8% | -10.8% | -8.7% |
| 1Y | -9.6% | +39.6% | -49.2% | -13.9% |
| 3Y | +40.5% | +4.4% | +36.0% | +42.0% |
| All | +40.5% | -0.1% | +40.5% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling