-2.0%
FXI vs RVMD
+644.5%
-646.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +1.0% | +1.0% | 0.0% | +0.9% |
| 30D | -0.6% | +6.4% | -7.0% | -1.3% |
| 3M | +1.9% | +34.9% | -33.0% | -1.8% |
| 6M | -0.2% | +107.6% | -107.7% | -9.6% |
| YTD | -5.6% | +163.7% | -169.3% | -17.9% |
| 1Y | -4.7% | +439.2% | -443.9% | -24.8% |
| 3Y | +38.0% | +499.2% | -461.2% | +3.3% |
| 5Y | -2.7% | +621.7% | -624.4% | -33.5% |
| All | -2.0% | +644.5% | -646.5% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling