+42.1%
RKT vs FXI
+40.3%
+1.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.0% |
| 7D | +6.0% | -1.0% | +6.9% | +6.3% |
| 30D | +0.7% | -3.2% | +3.9% | +1.7% |
| 3M | +11.8% | +1.7% | +10.1% | +11.0% |
| 6M | -7.6% | -1.6% | -6.1% | -7.0% |
| YTD | -28.7% | -7.9% | -20.8% | -26.6% |
| 1Y | -32.6% | -9.6% | -22.9% | -30.3% |
| 3Y | +42.1% | +40.5% | +1.6% | +31.4% |
| All | +42.1% | +40.3% | +1.8% | +31.4% |
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