+24.7%
FXI vs RNG
+305.9%
-281.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -2.8% | -4.1% | +1.3% | -2.3% |
| 30D | -5.3% | +8.6% | -14.0% | -6.6% |
| 3M | +0.3% | +78.0% | -77.6% | -8.5% |
| 6M | -4.6% | +67.0% | -71.6% | -13.1% |
| YTD | -9.1% | +142.4% | -151.5% | -23.0% |
| 1Y | -12.0% | +120.4% | -132.4% | -24.5% |
| 3Y | +38.6% | +122.1% | -83.5% | +14.8% |
| 5Y | -6.6% | -69.8% | +63.3% | -1.5% |
| 10Y | +15.0% | +223.4% | -208.4% | -20.4% |
| All | +24.7% | +305.9% | -281.1% | -16.4% |
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