+20.7%
FXI vs RVTY
+219.4%
-198.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -1.9% | -0.7% | -1.2% | -1.8% |
| 30D | -0.6% | +1.7% | -2.4% | -1.5% |
| 3M | -4.9% | +36.8% | -41.7% | -13.9% |
| 6M | -8.8% | +60.1% | -68.9% | -22.0% |
| YTD | -10.7% | +64.0% | -74.7% | -25.0% |
| 1Y | -15.2% | +68.2% | -83.5% | -29.6% |
| 3Y | +42.5% | +88.8% | -46.3% | +9.6% |
| 5Y | -7.8% | -10.5% | +2.7% | -9.3% |
| All | +20.7% | +219.4% | -198.7% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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