+20.9%
FXI vs RNG
+340.1%
-319.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.2% |
| YTD | -11.9% | +162.9% | -174.8% | -26.4% |
| 1Y | -16.1% | +180.3% | -196.4% | -30.7% |
| 3Y | +38.8% | +188.3% | -149.6% | +10.3% |
| 5Y | -9.1% | -72.5% | +63.4% | -2.7% |
| 10Y | +18.4% | +236.7% | -218.3% | -18.6% |
| All | +20.9% | +340.1% | -319.3% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling