+213.2%
RSP vs FXI
+19.2%
+194.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +0.7% | +3.7% | -2.9% | -0.4% |
| 30D | +3.7% | +0.5% | +3.2% | +3.5% |
| 3M | +0.7% | -5.7% | +6.4% | +2.4% |
| 6M | +9.0% | -6.9% | +16.0% | +11.2% |
| YTD | +16.7% | -9.5% | +26.1% | +19.9% |
| 1Y | +19.0% | -14.0% | +33.0% | +24.3% |
| 3Y | +64.7% | +44.5% | +20.2% | +40.2% |
| 5Y | +49.6% | -2.8% | +52.4% | +46.3% |
| 10Y | +213.2% | +20.3% | +192.8% | +174.9% |
| All | +213.2% | +19.2% | +194.0% | +174.9% |
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 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