+221.8%
FXI vs RY
+1,886.2%
-1,664.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.0% |
| 7D | +1.0% | +3.1% | -2.1% | -1.2% |
| 30D | -0.6% | -0.3% | -0.2% | -0.5% |
| 3M | +1.9% | +8.7% | -6.7% | -4.5% |
| 6M | -0.2% | +28.5% | -28.7% | -17.4% |
| YTD | -5.6% | +25.1% | -30.7% | -20.4% |
| 1Y | -4.7% | +46.3% | -51.0% | -28.4% |
| 3Y | +38.0% | +154.9% | -116.9% | -32.2% |
| 5Y | -2.7% | +140.3% | -143.0% | -50.6% |
| 10Y | +19.9% | +377.0% | -357.1% | -65.5% |
| All | +221.8% | +1,886.2% | -1,664.4% | -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