-4.0%
FXI vs RPRX
+81.2%
-85.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -4.2% | +3.3% | -7.5% | -4.8% |
| 30D | -1.1% | +17.9% | -19.0% | -4.3% |
| 3M | -4.0% | +19.2% | -23.2% | -7.3% |
| 6M | -11.8% | +31.7% | -43.5% | -16.8% |
| YTD | -11.9% | +82.5% | -94.4% | -22.3% |
| 1Y | -16.1% | +78.4% | -94.6% | -25.7% |
| 3Y | +38.8% | +177.0% | -138.2% | +11.0% |
| 5Y | -9.1% | +86.5% | -95.5% | -21.9% |
| All | -4.0% | +81.2% | -85.2% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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