-8.4%
FXI vs RY
+123.4%
-131.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -4.2% | +0.6% | -4.8% | -4.5% |
| 30D | -1.1% | +5.0% | -6.2% | -3.9% |
| 3M | -4.0% | -5.3% | +1.4% | -1.2% |
| 6M | -11.8% | +13.8% | -25.7% | -19.0% |
| YTD | -11.9% | +21.0% | -32.9% | -22.0% |
| 1Y | -16.1% | +40.5% | -56.6% | -32.2% |
| 3Y | +38.8% | +159.7% | -120.9% | -25.8% |
| All | -8.4% | +123.4% | -131.8% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling