+204.4%
RSP vs FXI
+14.7%
+189.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.4% | -0.3% |
| 7D | -0.4% | -1.0% | +0.6% | -0.1% |
| 30D | -1.5% | -3.2% | +1.7% | -0.5% |
| 3M | +4.8% | +1.7% | +3.1% | +4.1% |
| 6M | +10.3% | -1.6% | +11.8% | +10.5% |
| YTD | +14.1% | -7.9% | +22.0% | +16.7% |
| 1Y | +17.0% | -9.6% | +26.6% | +20.3% |
| 3Y | +54.2% | +40.5% | +13.7% | +32.6% |
| 5Y | +51.5% | -6.2% | +57.7% | +50.9% |
| 10Y | +204.4% | +14.2% | +190.2% | +167.4% |
| All | +204.4% | +14.7% | +189.7% | +167.4% |
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 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