+200.3%
FXI vs RGEN
+8,639.1%
-8,438.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -4.2% | -3.3% | -0.9% | -3.7% |
| 30D | -1.1% | -5.8% | +4.7% | -0.4% |
| 3M | -4.0% | +0.2% | -4.1% | -4.4% |
| 6M | -11.8% | +56.8% | -68.6% | -18.7% |
| YTD | -11.9% | +2.4% | -14.3% | -13.6% |
| 1Y | -16.1% | +11.4% | -27.6% | -18.9% |
| 3Y | +38.8% | +15.2% | +23.6% | +29.0% |
| 5Y | -9.1% | -35.1% | +26.0% | -11.0% |
| 10Y | +18.4% | +419.6% | -401.2% | -19.4% |
| All | +200.3% | +8,639.1% | -8,438.8% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling