+53.0%
RSP vs FXI
-4.2%
+57.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | -0.8% | +1.0% | -1.8% | -1.0% |
| 30D | -0.3% | -0.6% | +0.2% | -0.2% |
| 3M | +4.3% | +1.9% | +2.4% | +3.8% |
| 6M | +8.8% | -0.2% | +9.0% | +8.7% |
| YTD | +15.3% | -5.6% | +20.8% | +16.4% |
| 1Y | +18.3% | -4.7% | +22.9% | +19.1% |
| 3Y | +52.8% | +38.0% | +14.8% | +40.4% |
| All | +53.0% | -4.2% | +57.2% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling