-4.9%
FXI vs RL
+238.1%
-243.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.0% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | -0.6% | -7.8% | +7.2% | +1.5% |
| 3M | +1.9% | -4.0% | +5.9% | +2.5% |
| 6M | -0.2% | -1.9% | +1.7% | -0.8% |
| YTD | -5.6% | -0.2% | -5.4% | -7.0% |
| 1Y | -4.7% | +10.7% | -15.3% | -9.1% |
| 3Y | +38.0% | +210.8% | -172.7% | -9.6% |
| All | -4.9% | +238.1% | -243.0% | -41.9% |
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