-6.6%
FXI vs RJF
+106.2%
-112.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | -5.3% | -2.0% | -3.3% | -4.9% |
| 3M | +0.3% | +16.3% | -16.0% | -3.5% |
| 6M | -4.6% | +16.9% | -21.5% | -8.5% |
| YTD | -9.1% | +10.4% | -19.5% | -11.9% |
| 1Y | -12.0% | +7.4% | -19.4% | -14.2% |
| 3Y | +38.6% | +72.2% | -33.6% | +14.8% |
| 5Y | -6.6% | +105.1% | -111.7% | -28.9% |
| All | -6.6% | +106.2% | -112.7% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling