-83.9%
RIVN vs FXI
-1.2%
-82.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +4.6% |
| 7D | +4.1% | -1.0% | +5.0% | +4.7% |
| 30D | +1.1% | -3.2% | +4.3% | +3.5% |
| 3M | -4.0% | +1.7% | -5.7% | -5.5% |
| 6M | +5.2% | -1.6% | +6.8% | +6.2% |
| YTD | -18.0% | -7.9% | -10.1% | -13.4% |
| 1Y | +15.6% | -9.6% | +25.2% | +23.7% |
| 3Y | -30.0% | +40.5% | -70.5% | -49.7% |
| All | -83.9% | -1.2% | -82.8% | -72.9% |
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