-6.5%
FXI vs RMBS
+267.8%
-274.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | -2.8% | +3.5% | -6.2% | -3.3% |
| 30D | -5.3% | -8.6% | +3.3% | -4.3% |
| 3M | +0.3% | -40.3% | +40.7% | +7.2% |
| 6M | -4.6% | -1.0% | -3.6% | -7.7% |
| YTD | -9.1% | -4.6% | -4.5% | -12.4% |
| 1Y | -12.0% | +17.6% | -29.5% | -19.2% |
| 3Y | +38.6% | +58.6% | -20.0% | +12.0% |
| All | -6.5% | +267.8% | -274.3% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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