+61.0%
RSP vs FXI
+41.7%
+19.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.0% | +5.7% | -6.7% | -2.1% |
| 30D | +2.6% | +4.6% | -2.0% | +1.7% |
| 3M | -0.8% | -2.8% | +2.0% | -0.3% |
| 6M | +6.3% | -6.1% | +12.3% | +7.4% |
| YTD | +14.1% | -8.0% | +22.2% | +15.7% |
| 1Y | +18.0% | -11.3% | +29.3% | +20.4% |
| 3Y | +61.0% | +42.6% | +18.4% | +53.0% |
| All | +61.0% | +41.7% | +19.3% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling