-8.4%
FXI vs RNG
-72.1%
+63.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -4.2% | +4.6% | -8.8% | -4.8% |
| 30D | -1.1% | +0.4% | -1.5% | -1.4% |
| 3M | -4.0% | +11.4% | -15.4% | -5.8% |
| 6M | -11.8% | +95.7% | -107.5% | -21.1% |
| YTD | -11.9% | +162.9% | -174.8% | -26.7% |
| 1Y | -16.1% | +180.3% | -196.4% | -31.0% |
| 3Y | +38.8% | +188.3% | -149.6% | +8.9% |
| All | -8.4% | -72.1% | +63.7% | +2.7% |
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