+36.0%
FXI vs RVMD
+536.1%
-500.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.5% |
| 7D | -2.8% | -3.6% | +0.8% | -2.6% |
| 30D | -3.7% | -1.1% | -2.6% | -3.6% |
| 3M | -0.4% | +41.0% | -41.4% | -2.6% |
| 6M | -5.4% | +105.7% | -111.1% | -10.3% |
| YTD | -9.6% | +155.3% | -164.9% | -16.1% |
| 1Y | -11.9% | +402.7% | -414.6% | -23.2% |
| All | +36.0% | +536.1% | -500.0% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling