-6.6%
FXI vs RMD
-22.9%
+16.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -2.8% | -4.7% | +1.9% | -1.8% |
| 30D | -5.3% | +0.2% | -5.6% | -5.4% |
| 3M | +0.3% | +12.0% | -11.7% | -2.4% |
| 6M | -4.6% | -12.5% | +8.0% | -2.2% |
| YTD | -9.1% | -7.9% | -1.2% | -8.0% |
| 1Y | -12.0% | -20.4% | +8.4% | -8.1% |
| 3Y | +38.6% | +53.1% | -14.5% | +19.5% |
| 5Y | -6.6% | -22.1% | +15.6% | -4.0% |
| All | -6.6% | -22.9% | +16.3% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling