-7.0%
FXI vs RVMD
+560.0%
-567.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | -2.8% | -3.6% | +0.8% | -2.4% |
| 30D | -3.7% | -1.1% | -2.6% | -3.6% |
| 3M | -0.4% | +41.0% | -41.4% | -4.4% |
| 6M | -5.4% | +105.7% | -111.1% | -14.0% |
| YTD | -9.6% | +155.3% | -164.9% | -20.8% |
| 1Y | -11.9% | +402.7% | -414.6% | -29.9% |
| 3Y | +37.8% | +533.1% | -495.3% | +2.0% |
| 5Y | -7.0% | +583.5% | -590.6% | -38.7% |
| All | -7.0% | +560.0% | -567.1% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling