+28.9%
RCL vs FXI
-17.2%
+46.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | -4.2% | +3.0% | +1.7% |
| 30D | +17.8% | -1.1% | +19.0% | +18.6% |
| 3M | +4.9% | -4.0% | +8.9% | +7.5% |
| 6M | +23.7% | -11.8% | +35.6% | +38.6% |
| YTD | +17.8% | -11.9% | +29.7% | +32.2% |
| 1Y | +28.9% | -16.1% | +45.0% | +50.3% |
| All | +28.9% | -17.2% | +46.1% | +50.3% |
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