-10.5%
FXI vs RL
+34.3%
-44.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.5% | -0.3% | +3.6% |
| 7D | +6.6% | +5.8% | +0.8% | +5.7% |
| 30D | +2.2% | +12.7% | -10.5% | +0.6% |
| 3M | -4.7% | +9.3% | -14.1% | -6.0% |
| 6M | -4.7% | +16.9% | -21.6% | -6.8% |
| YTD | -9.0% | +17.5% | -26.5% | -12.3% |
| 1Y | -10.5% | +34.6% | -45.2% | -16.7% |
| All | -10.5% | +34.3% | -44.9% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling