+40.5%
FXI vs RVTY
+16.6%
+23.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | 0.0% | -2.1% |
| 7D | -1.0% | +0.4% | -1.3% | -1.0% |
| 30D | -3.2% | +10.8% | -14.1% | -4.9% |
| 3M | +1.7% | +26.8% | -25.1% | -2.7% |
| 6M | -1.6% | +39.3% | -40.9% | -8.0% |
| YTD | -7.9% | +31.6% | -39.5% | -13.3% |
| 1Y | -9.6% | +47.7% | -57.3% | -17.2% |
| 3Y | +40.5% | +19.9% | +20.5% | +36.5% |
| All | +40.5% | +16.6% | +23.8% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling