+14.7%
FXI vs RJF
+429.3%
-414.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.9% | -2.7% | -1.2% | -3.1% |
| 30D | -2.1% | -4.3% | +2.2% | -0.9% |
| 3M | -0.5% | +15.7% | -16.2% | -4.9% |
| 6M | -4.5% | +17.8% | -22.3% | -9.5% |
| YTD | -9.2% | +9.2% | -18.4% | -12.3% |
| 1Y | -13.8% | +2.8% | -16.6% | -15.3% |
| 3Y | +36.6% | +69.5% | -32.9% | +11.8% |
| 5Y | -6.7% | +105.9% | -112.6% | -30.0% |
| All | +14.7% | +429.3% | -414.6% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling