+14.7%
FXI vs RMD
+274.3%
-259.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -3.9% | -4.4% | +0.5% | -2.8% |
| 30D | -2.1% | -3.1% | +1.0% | -1.4% |
| 3M | -0.5% | +13.8% | -14.2% | -4.0% |
| 6M | -4.5% | -8.6% | +4.0% | -3.0% |
| YTD | -9.2% | -8.6% | -0.6% | -7.9% |
| 1Y | -13.8% | -19.7% | +5.9% | -9.7% |
| 3Y | +36.6% | +48.4% | -11.8% | +17.8% |
| 5Y | -6.7% | -22.7% | +16.1% | -4.8% |
| All | +14.7% | +274.3% | -259.7% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling