-25.7%
RKT vs FXI
-7.4%
-18.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.2% |
| 7D | -1.0% | -2.8% | +1.8% | +0.1% |
| 30D | -2.4% | -5.3% | +2.9% | -0.4% |
| 3M | +1.9% | +0.3% | +1.6% | +1.5% |
| 6M | -13.9% | -4.6% | -9.3% | -12.3% |
| YTD | -30.6% | -9.1% | -21.5% | -28.0% |
| 1Y | -34.4% | -12.0% | -22.4% | -31.1% |
| 3Y | +38.2% | +38.6% | -0.5% | +17.9% |
| 5Y | -9.7% | -6.6% | -3.1% | -12.0% |
| All | -25.7% | -7.4% | -18.3% | -39.6% |
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