+221.8%
FXI vs RMBS
+432.5%
-210.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | +1.0% | -0.3% | +1.4% | +1.1% |
| 30D | -0.6% | -12.2% | +11.6% | +1.6% |
| 3M | +1.9% | -49.5% | +51.5% | +13.7% |
| 6M | -0.2% | -7.1% | +7.0% | -2.5% |
| YTD | -5.6% | -7.0% | +1.4% | -8.8% |
| 1Y | -4.7% | +13.3% | -18.0% | -12.5% |
| 3Y | +38.0% | +49.2% | -11.2% | +13.0% |
| 5Y | -2.7% | +250.0% | -252.6% | -34.2% |
| 10Y | +19.9% | +495.1% | -475.2% | -29.3% |
| All | +221.8% | +432.5% | -210.7% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling