+200.3%
FXI vs RRC
+398.9%
-198.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -4.2% | +6.4% | -10.6% | -5.5% |
| 30D | -1.1% | +23.9% | -25.0% | -6.0% |
| 3M | -4.0% | +30.2% | -34.1% | -9.8% |
| 6M | -11.8% | +26.3% | -38.1% | -17.0% |
| YTD | -11.9% | +48.1% | -60.0% | -20.2% |
| 1Y | -16.1% | +37.7% | -53.8% | -23.0% |
| 3Y | +38.8% | +60.3% | -21.5% | +20.7% |
| 5Y | -9.1% | +135.3% | -144.4% | -31.9% |
| 10Y | +18.4% | +73.3% | -54.9% | -20.0% |
| All | +200.3% | +398.9% | -198.6% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling