-8.4%
FXI vs RMBS
+240.2%
-248.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.4% |
| 7D | -4.2% | +10.3% | -14.5% | -5.5% |
| 30D | -1.1% | -10.7% | +9.6% | -0.2% |
| 3M | -4.0% | -17.2% | +13.3% | -2.5% |
| 6M | -11.8% | -39.0% | +27.2% | -7.6% |
| YTD | -11.9% | -10.5% | -1.4% | -15.2% |
| 1Y | -16.1% | -11.0% | -5.1% | -19.4% |
| 3Y | +38.8% | +31.3% | +7.5% | +16.3% |
| All | -8.4% | +240.2% | -248.6% | -47.2% |
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