+213.4%
FXI vs RY
+1,809.2%
-1,595.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.9% |
| 7D | +5.7% | -0.9% | +6.5% | +6.3% |
| 30D | +4.6% | +5.9% | -1.3% | +0.3% |
| 3M | -2.8% | -4.3% | +1.5% | -0.1% |
| 6M | -6.1% | +12.1% | -18.2% | -14.3% |
| YTD | -8.0% | +20.3% | -28.3% | -20.4% |
| 1Y | -11.3% | +41.0% | -52.3% | -31.7% |
| 3Y | +42.6% | +157.5% | -114.9% | -30.5% |
| 5Y | -0.1% | +123.2% | -123.2% | -46.5% |
| 10Y | +22.7% | +365.7% | -343.0% | -64.1% |
| All | +213.4% | +1,809.2% | -1,595.7% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling