+200.3%
FXI vs RMD
+2,519.9%
-2,319.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -4.2% | +2.1% | -6.3% | -5.0% |
| 30D | -1.1% | +2.1% | -3.2% | -2.2% |
| 3M | -4.0% | +6.2% | -10.2% | -6.6% |
| 6M | -11.8% | +19.4% | -31.2% | -18.7% |
| YTD | -11.9% | +0.5% | -12.4% | -13.7% |
| 1Y | -16.1% | -3.9% | -12.2% | -16.5% |
| 3Y | +38.8% | +72.5% | -33.8% | +4.6% |
| 5Y | -9.1% | -1.5% | -7.6% | -16.7% |
| 10Y | +18.4% | +345.8% | -327.3% | -51.0% |
| All | +200.3% | +2,519.9% | -2,319.7% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling