-31.4%
RIVN vs FXI
+35.7%
-67.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +0.9% | -2.8% | +3.7% | +2.4% |
| 30D | -1.9% | -3.7% | +1.8% | +0.1% |
| 3M | +8.7% | -0.4% | +9.1% | +8.8% |
| 6M | -3.0% | -5.4% | +2.5% | 0.0% |
| YTD | -18.6% | -9.6% | -9.0% | -14.2% |
| 1Y | +15.4% | -11.9% | +27.3% | +23.3% |
| All | -31.4% | +35.7% | -67.2% | -41.5% |
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