+221.8%
FXI vs RVTY
+734.4%
-512.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +1.0% | +1.1% | -0.1% | +0.5% |
| 30D | -0.6% | +13.2% | -13.8% | -6.0% |
| 3M | +1.9% | +27.2% | -25.3% | -9.4% |
| 6M | -0.2% | +32.4% | -32.6% | -13.9% |
| YTD | -5.6% | +34.9% | -40.5% | -20.0% |
| 1Y | -4.7% | +52.4% | -57.0% | -24.2% |
| 3Y | +38.0% | +12.3% | +25.7% | +19.4% |
| 5Y | -2.7% | -30.8% | +28.1% | +3.4% |
| 10Y | +19.9% | +150.7% | -130.8% | -41.6% |
| All | +221.8% | +734.4% | -512.6% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling