+20.0%
FXI vs RRC
+72.2%
-52.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | -1.9% | -0.5% | -1.5% | -1.9% |
| 30D | -0.6% | +25.2% | -25.8% | -3.0% |
| 3M | -4.9% | +27.8% | -32.7% | -7.4% |
| 6M | -8.8% | +27.2% | -36.0% | -11.3% |
| YTD | -10.7% | +48.2% | -58.9% | -14.7% |
| 1Y | -15.2% | +34.7% | -50.0% | -18.3% |
| 3Y | +42.5% | +62.2% | -19.8% | +33.6% |
| 5Y | -7.8% | +130.9% | -138.7% | -18.1% |
| 10Y | +20.0% | +73.4% | -53.5% | -1.1% |
| All | +20.0% | +72.2% | -52.2% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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