-23.4%
RCL vs FXI
-9.2%
-14.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +1.2% |
| 7D | -0.5% | -1.0% | +0.5% | +0.1% |
| 30D | -17.3% | -3.2% | -14.1% | -15.8% |
| 3M | -2.8% | +1.7% | -4.4% | -3.6% |
| 6M | -4.4% | -1.6% | -2.8% | -2.7% |
| YTD | -4.2% | -7.9% | +3.7% | +1.2% |
| 1Y | -23.4% | -9.6% | -13.7% | -19.0% |
| All | -23.4% | -9.2% | -14.2% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 1y: compounded portfolio wealth divided by compounded FXI 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…
1y analysis · Full analysis span regression · 6 months rolling