+221.8%
FXI vs RMD
+2,390.7%
-2,169.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +1.0% | -5.0% | +6.0% | +2.9% |
| 30D | -0.6% | +2.2% | -2.8% | -1.6% |
| 3M | +1.9% | +17.8% | -15.9% | -4.9% |
| 6M | -0.2% | -11.3% | +11.2% | +3.3% |
| YTD | -5.6% | -4.4% | -1.2% | -5.4% |
| 1Y | -4.7% | -15.7% | +11.1% | +0.1% |
| 3Y | +38.0% | +47.7% | -9.7% | +10.5% |
| 5Y | -2.7% | -19.2% | +16.5% | -3.0% |
| 10Y | +19.9% | +280.4% | -260.5% | -46.5% |
| All | +221.8% | +2,390.7% | -2,169.0% | -41.8% |
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