-24.1%
RKT vs FXI
-10.3%
-13.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -9.0% | -4.2% | -4.8% | -7.4% |
| 30D | +30.2% | -1.1% | +31.3% | +30.9% |
| 3M | -8.8% | -4.0% | -4.9% | -7.3% |
| 6M | -0.9% | -11.8% | +10.9% | +4.0% |
| YTD | -29.2% | -11.9% | -17.3% | -25.5% |
| 1Y | -20.1% | -16.1% | -3.9% | -14.3% |
| 3Y | +81.3% | +38.8% | +42.5% | +54.5% |
| 5Y | -6.6% | -9.1% | +2.5% | -7.8% |
| All | -24.1% | -10.3% | -13.9% | -37.5% |
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