-7.9%
FXI vs RL
+246.0%
-253.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | -1.9% | -4.4% | +2.4% | -0.9% |
| 30D | -0.6% | +5.6% | -6.2% | -2.3% |
| 3M | -4.9% | -0.6% | -4.2% | -5.0% |
| 6M | -8.8% | +15.5% | -24.3% | -13.4% |
| YTD | -10.7% | +12.3% | -23.1% | -15.1% |
| 1Y | -15.2% | +19.3% | -34.6% | -21.0% |
| 3Y | +42.5% | +255.5% | -213.1% | -12.3% |
| All | -7.9% | +246.0% | -253.9% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling