-7.0%
FXI vs RNG
-70.1%
+63.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -2.8% | -9.6% | +6.8% | -1.5% |
| 30D | -3.7% | +8.8% | -12.5% | -4.9% |
| 3M | -0.4% | +78.6% | -79.0% | -9.1% |
| 6M | -5.4% | +70.3% | -75.7% | -13.9% |
| YTD | -9.6% | +140.3% | -150.0% | -23.4% |
| 1Y | -11.9% | +126.6% | -138.5% | -24.9% |
| 3Y | +37.8% | +120.2% | -82.4% | +13.7% |
| 5Y | -7.0% | -68.3% | +61.3% | -0.6% |
| All | -7.0% | -70.1% | +63.1% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling