+627.6%
RIOT vs FXI
+26.7%
+601.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +4.8% | -4.2% | +9.1% | +8.9% |
| 30D | +16.0% | -1.1% | +17.1% | +17.3% |
| 3M | -8.8% | -4.0% | -4.8% | -5.6% |
| 6M | -29.7% | -11.8% | -17.9% | -22.0% |
| YTD | +38.3% | -11.9% | +50.2% | +56.1% |
| 1Y | +26.2% | -16.1% | +42.3% | +49.0% |
| 3Y | +79.0% | +38.8% | +40.2% | +22.9% |
| 5Y | -60.4% | -9.1% | -51.3% | -56.6% |
| 10Y | +638.6% | +18.4% | +620.2% | +661.1% |
| All | +627.6% | +26.7% | +601.0% | +629.8% |
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