+213.9%
FXI vs RIO
+1,241.2%
-1,027.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | -1.0% | +1.9% | -2.9% | -1.9% |
| 30D | -3.2% | +5.0% | -8.2% | -5.5% |
| 3M | +1.7% | +5.1% | -3.5% | -1.3% |
| 6M | -1.6% | +17.6% | -19.2% | -9.8% |
| YTD | -7.9% | +36.3% | -44.2% | -21.7% |
| 1Y | -9.6% | +71.2% | -80.8% | -31.2% |
| 3Y | +40.5% | +102.7% | -62.3% | -1.5% |
| 5Y | -6.2% | +99.6% | -105.8% | -35.2% |
| 10Y | +14.2% | +603.1% | -588.9% | -59.4% |
| All | +213.9% | +1,241.2% | -1,027.3% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling