+652.2%
RGTI vs FXI
+36.3%
+615.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | +0.5% | -3.9% | +4.3% | +3.6% |
| 30D | -17.1% | -2.1% | -15.0% | -15.9% |
| 3M | -26.0% | -0.5% | -25.5% | -26.0% |
| 6M | -9.9% | -4.5% | -5.3% | -6.2% |
| YTD | -31.1% | -9.2% | -21.8% | -25.2% |
| 1Y | -8.5% | -13.8% | +5.3% | +2.9% |
| 3Y | +652.2% | +36.6% | +615.6% | +563.2% |
| All | +652.2% | +36.3% | +615.9% | +563.2% |
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