+14.2%
FXI vs RVTY
+139.0%
-124.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | +0.1% |
| 7D | -2.8% | -7.4% | +4.6% | -0.6% |
| 30D | -3.7% | +4.5% | -8.2% | -5.0% |
| 3M | -0.4% | +19.5% | -19.9% | -6.2% |
| 6M | -5.4% | +34.1% | -39.5% | -14.8% |
| YTD | -9.6% | +25.3% | -34.9% | -17.3% |
| 1Y | -11.9% | +47.0% | -58.9% | -23.9% |
| 3Y | +37.8% | +14.1% | +23.7% | +24.8% |
| 5Y | -7.0% | -34.6% | +27.5% | +1.3% |
| All | +14.2% | +139.0% | -124.8% | -29.3% |
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