-6.5%
FXI vs RRX
+17.8%
-24.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.4% |
| 7D | -3.9% | -0.3% | -3.5% | -3.8% |
| 30D | -2.1% | -6.1% | +4.0% | -0.9% |
| 3M | -0.5% | -23.1% | +22.6% | +4.0% |
| 6M | -4.5% | -19.5% | +15.0% | -2.2% |
| YTD | -9.2% | +16.1% | -25.3% | -15.6% |
| 1Y | -13.8% | +12.9% | -26.7% | -19.6% |
| 3Y | +36.6% | +7.9% | +28.6% | +24.9% |
| All | -6.5% | +17.8% | -24.3% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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