+42.6%
FXI vs RY
+155.6%
-112.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.6% |
| 7D | +5.7% | -0.9% | +6.5% | +6.0% |
| 30D | +4.6% | +5.9% | -1.3% | +2.0% |
| 3M | -2.8% | -4.3% | +1.5% | -1.2% |
| 6M | -6.1% | +12.1% | -18.2% | -11.8% |
| YTD | -8.0% | +20.3% | -28.3% | -16.7% |
| 1Y | -11.3% | +41.0% | -52.3% | -25.7% |
| 3Y | +42.6% | +157.5% | -114.9% | -14.4% |
| All | +42.6% | +155.6% | -112.9% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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