+38.8%
FXI vs RIO
+52.3%
-13.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.3% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | -2.0% | -10.5% | +8.5% | +3.5% |
| 3M | -5.0% | -15.9% | +10.9% | +3.3% |
| 6M | -9.6% | -22.3% | +12.6% | +2.2% |
| YTD | -11.9% | +9.3% | -21.2% | -20.2% |
| 1Y | -16.7% | +23.0% | -39.7% | -30.5% |
| All | +38.8% | +52.3% | -13.5% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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