-9.1%
FXI vs RIO
+89.6%
-98.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.6% |
| 3M | -5.0% | -15.9% | +10.9% | +3.5% |
| 6M | -9.6% | -22.3% | +12.6% | +2.1% |
| YTD | -11.9% | +9.3% | -21.2% | -18.8% |
| 1Y | -16.7% | +23.0% | -39.7% | -28.4% |
| 3Y | +40.6% | +52.1% | -11.4% | +6.2% |
| 5Y | -9.1% | +88.9% | -97.9% | -39.9% |
| All | -9.1% | +89.6% | -98.6% | -39.9% |
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