+14.7%
FXI vs RSG
+428.9%
-414.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.2% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -2.1% | +4.0% | -6.1% | -3.0% |
| 3M | -0.5% | +7.4% | -7.8% | -2.4% |
| 6M | -4.5% | +0.1% | -4.6% | -4.8% |
| YTD | -9.2% | +6.0% | -15.3% | -11.0% |
| 1Y | -13.8% | -3.0% | -10.8% | -13.5% |
| 3Y | +36.6% | +56.5% | -19.9% | +17.2% |
| 5Y | -6.7% | +90.9% | -97.6% | -26.7% |
| All | +14.7% | +428.9% | -414.3% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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