+814.5%
RCL vs FXI
+213.2%
+601.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +6.5% | +5.7% | +0.9% | +2.9% |
| 30D | +15.9% | +4.6% | +11.3% | +12.7% |
| 3M | +2.7% | -2.8% | +5.5% | +4.2% |
| 6M | +15.2% | -6.1% | +21.3% | +19.2% |
| YTD | +19.2% | -8.0% | +27.3% | +25.4% |
| 1Y | +31.6% | -11.3% | +42.9% | +41.6% |
| 3Y | +274.2% | +42.6% | +231.6% | +175.4% |
| 5Y | +250.1% | -0.1% | +250.1% | +212.9% |
| 10Y | +388.4% | +22.7% | +365.7% | +282.8% |
| All | +814.5% | +213.2% | +601.3% | +382.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling