+14.7%
FXI vs RIG
-41.2%
+55.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | -3.9% | -3.1% | -0.8% | -3.6% |
| 30D | -2.1% | -0.5% | -1.6% | -2.1% |
| 3M | -0.5% | -6.0% | +5.5% | -0.1% |
| 6M | -4.5% | -10.1% | +5.6% | -4.2% |
| YTD | -9.2% | +37.3% | -46.5% | -12.6% |
| 1Y | -13.8% | +73.9% | -87.7% | -19.0% |
| 3Y | +36.6% | -30.2% | +66.7% | +35.9% |
| 5Y | -6.7% | +62.5% | -69.1% | -16.2% |
| All | +14.7% | -41.2% | +55.8% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling