-20.1%
RKT vs FXI
-9.1%
-11.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.5% |
| 7D | -3.8% | -1.9% | -1.9% | -3.0% |
| 30D | +32.8% | -0.6% | +33.5% | +33.3% |
| 3M | +0.8% | -4.9% | +5.7% | +2.9% |
| 6M | -2.6% | -8.8% | +6.2% | +0.7% |
| YTD | -25.4% | -10.7% | -14.7% | -22.0% |
| 1Y | -19.1% | -15.2% | -3.9% | -13.6% |
| 3Y | +83.2% | +42.5% | +40.7% | +54.3% |
| 5Y | +0.8% | -7.8% | +8.7% | -0.9% |
| All | -20.1% | -9.1% | -11.0% | -34.5% |
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 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