-7.0%
FXI vs RIO
+90.3%
-97.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +1.6% |
| 7D | -2.8% | -3.4% | +0.6% | -1.1% |
| 30D | -3.7% | +0.6% | -4.3% | -4.2% |
| 3M | -0.4% | +2.5% | -2.9% | -2.4% |
| 6M | -5.4% | +10.8% | -16.2% | -11.7% |
| YTD | -9.6% | +30.5% | -40.1% | -23.7% |
| 1Y | -11.9% | +68.1% | -80.1% | -36.0% |
| 3Y | +37.8% | +94.0% | -56.2% | -7.8% |
| 5Y | -7.0% | +92.0% | -99.1% | -39.3% |
| All | -7.0% | +90.3% | -97.4% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling