+79.0%
RIOT vs FXI
+39.4%
+39.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +4.8% | -4.2% | +9.1% | +7.6% |
| 30D | +16.0% | -1.1% | +17.1% | +16.9% |
| 3M | -8.8% | -4.0% | -4.8% | -6.6% |
| 6M | -29.7% | -11.8% | -17.9% | -24.3% |
| YTD | +38.3% | -11.9% | +50.2% | +50.1% |
| 1Y | +26.2% | -16.1% | +42.3% | +40.4% |
| 3Y | +79.0% | +38.8% | +40.2% | +67.3% |
| All | +79.0% | +39.4% | +39.5% | +67.3% |
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 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