-6.5%
FXI vs RSG
+89.9%
-96.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.4% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -2.1% | +4.0% | -6.1% | -2.2% |
| 3M | -0.5% | +7.4% | -7.8% | -0.8% |
| 6M | -4.5% | +0.1% | -4.6% | -4.4% |
| YTD | -9.2% | +6.0% | -15.3% | -9.6% |
| 1Y | -13.8% | -3.0% | -10.8% | -13.4% |
| 3Y | +36.6% | +56.5% | -19.9% | +31.8% |
| All | -6.5% | +89.9% | -96.3% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling