-5.8%
FXI vs RVMD
+622.3%
-628.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -3.9% | -3.0% | -0.9% | -3.5% |
| 30D | -2.1% | -0.7% | -1.4% | -2.1% |
| 3M | -0.5% | +36.5% | -37.0% | -4.2% |
| 6M | -4.5% | +104.6% | -109.1% | -13.5% |
| YTD | -9.2% | +155.8% | -165.1% | -20.8% |
| 1Y | -13.8% | +340.7% | -354.5% | -30.1% |
| 3Y | +36.6% | +519.9% | -483.4% | +1.6% |
| 5Y | -6.7% | +584.9% | -591.6% | -35.9% |
| All | -5.8% | +622.3% | -628.2% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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