+19.2%
FXI vs RIG
-46.1%
+65.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.4% |
| 7D | -4.2% | +5.7% | -9.9% | -4.7% |
| 30D | -1.1% | -0.7% | -0.4% | -1.3% |
| 3M | -4.0% | -3.1% | -0.8% | -4.1% |
| 6M | -11.8% | -16.3% | +4.5% | -11.0% |
| YTD | -11.9% | +34.1% | -46.0% | -15.2% |
| 1Y | -16.1% | +38.2% | -54.3% | -19.6% |
| 3Y | +38.8% | -15.3% | +54.1% | +35.5% |
| 5Y | -9.1% | +62.5% | -71.5% | -18.5% |
| All | +19.2% | -46.1% | +65.2% | +7.7% |
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