+180.6%
RCL vs FXI
+43.0%
+137.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.6% |
| 7D | -5.1% | +1.0% | -6.1% | -5.4% |
| 30D | -19.0% | -0.6% | -18.5% | -18.9% |
| 3M | -9.6% | +1.9% | -11.5% | -10.1% |
| 6M | -6.7% | -0.2% | -6.5% | -6.5% |
| YTD | -3.9% | -5.6% | +1.7% | -2.2% |
| 1Y | -25.1% | -4.7% | -20.4% | -24.0% |
| All | +180.6% | +43.0% | +137.6% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling