+485.8%
RIOT vs FXI
+17.1%
+468.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.1% |
| 7D | -1.5% | -3.9% | +2.4% | +2.1% |
| 30D | +5.7% | -2.1% | +7.8% | +7.6% |
| 3M | -17.9% | -0.5% | -17.4% | -18.3% |
| 6M | +45.0% | -4.5% | +49.5% | +51.3% |
| YTD | +69.5% | -9.2% | +78.7% | +86.5% |
| 1Y | +37.2% | -13.8% | +51.0% | +59.2% |
| 3Y | +111.7% | +36.6% | +75.2% | +47.0% |
| 5Y | -27.5% | -6.7% | -20.8% | -22.1% |
| All | +485.8% | +17.1% | +468.7% | +507.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling