+208.6%
FXI vs RL
+1,374.2%
-1,165.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +3.7% | +1.3% | +2.4% | +2.9% |
| 30D | +0.5% | +7.6% | -7.1% | -2.4% |
| 3M | -5.7% | -1.5% | -4.2% | -5.7% |
| 6M | -6.9% | +12.1% | -19.0% | -12.1% |
| YTD | -9.5% | +13.9% | -23.4% | -15.7% |
| 1Y | -14.0% | +20.7% | -34.7% | -21.8% |
| 3Y | +44.5% | +260.6% | -216.0% | -16.7% |
| 5Y | -2.8% | +248.9% | -251.6% | -45.2% |
| 10Y | +20.3% | +355.9% | -335.6% | -48.3% |
| All | +208.6% | +1,374.2% | -1,165.6% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling