+213.9%
FXI vs RJF
+2,084.1%
-1,870.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.0% |
| 7D | -1.0% | +1.8% | -2.7% | -1.8% |
| 30D | -3.2% | 0.0% | -3.2% | -3.4% |
| 3M | +1.7% | +18.0% | -16.3% | -5.9% |
| 6M | -1.6% | +17.0% | -18.5% | -8.9% |
| YTD | -7.9% | +11.1% | -19.0% | -13.2% |
| 1Y | -9.6% | +8.0% | -17.6% | -14.0% |
| 3Y | +40.5% | +73.3% | -32.8% | +3.7% |
| 5Y | -6.2% | +107.4% | -113.7% | -38.8% |
| 10Y | +14.2% | +428.5% | -414.3% | -57.8% |
| All | +213.9% | +2,084.1% | -1,870.2% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling