+14.7%
FXI vs RNG
+222.9%
-208.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -3.9% | -6.1% | +2.2% | -3.0% |
| 30D | -2.1% | +9.6% | -11.7% | -3.5% |
| 3M | -0.5% | +83.3% | -83.8% | -9.6% |
| 6M | -4.5% | +77.9% | -82.5% | -13.8% |
| YTD | -9.2% | +139.9% | -149.2% | -23.0% |
| 1Y | -13.8% | +121.7% | -135.4% | -26.1% |
| 3Y | +36.6% | +121.9% | -85.3% | +13.0% |
| 5Y | -6.7% | -68.4% | +61.7% | -2.1% |
| All | +14.7% | +222.9% | -208.2% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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