+209.9%
FXI vs RSG
+1,638.4%
-1,428.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -5.3% | +3.7% | -9.0% | -7.3% |
| 3M | +0.3% | +6.2% | -5.8% | -3.5% |
| 6M | -4.6% | -2.8% | -1.8% | -4.1% |
| YTD | -9.1% | +5.9% | -15.0% | -13.3% |
| 1Y | -12.0% | -1.8% | -10.2% | -12.7% |
| 3Y | +38.6% | +57.5% | -18.8% | +0.9% |
| 5Y | -6.6% | +91.1% | -97.7% | -42.0% |
| 10Y | +15.0% | +428.1% | -413.1% | -67.0% |
| All | +209.9% | +1,638.4% | -1,428.5% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling