-6.6%
FXI vs RIG
+64.1%
-70.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -2.8% | -8.2% | +5.4% | -1.9% |
| 30D | -5.3% | -0.2% | -5.1% | -5.3% |
| 3M | +0.3% | -2.7% | +3.1% | +0.4% |
| 6M | -4.6% | -7.5% | +2.9% | -4.4% |
| YTD | -9.1% | +38.3% | -47.3% | -13.6% |
| 1Y | -12.0% | +81.8% | -93.8% | -19.4% |
| 3Y | +38.6% | -30.2% | +68.8% | +38.1% |
| 5Y | -6.6% | +59.9% | -66.5% | -18.9% |
| All | -6.6% | +64.1% | -70.7% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling