+17.0%
RSP vs FXI
-9.2%
+26.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.4% | -0.4% |
| 7D | -0.4% | -1.0% | +0.6% | -0.2% |
| 30D | -1.5% | -3.2% | +1.7% | -0.8% |
| 3M | +4.8% | +1.7% | +3.1% | +4.4% |
| 6M | +10.3% | -1.6% | +11.8% | +10.7% |
| YTD | +14.1% | -7.9% | +22.0% | +16.3% |
| 1Y | +17.0% | -9.6% | +26.6% | +20.6% |
| All | +17.0% | -9.2% | +26.2% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling