-6.2%
FXI vs RRC
+153.5%
-159.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -1.0% | -1.2% | +0.2% | -0.8% |
| 30D | -3.2% | +9.4% | -12.7% | -4.2% |
| 3M | +1.7% | +7.4% | -5.7% | +0.8% |
| 6M | -1.6% | +1.5% | -3.0% | -2.0% |
| YTD | -7.9% | +19.4% | -27.3% | -10.2% |
| 1Y | -9.6% | +24.2% | -33.8% | -12.4% |
| 3Y | +40.5% | +32.8% | +7.7% | +33.6% |
| 5Y | -6.2% | +152.9% | -159.1% | -13.7% |
| All | -6.2% | +153.5% | -159.7% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling