+777.8%
RSP vs FXI
+221.5%
+556.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.1% |
| 7D | -0.8% | +1.0% | -1.8% | -1.2% |
| 30D | -0.3% | -0.6% | +0.2% | -0.2% |
| 3M | +4.3% | +1.9% | +2.4% | +3.3% |
| 6M | +8.8% | -0.2% | +9.0% | +8.5% |
| YTD | +15.3% | -5.6% | +20.8% | +17.4% |
| 1Y | +18.3% | -4.7% | +22.9% | +19.7% |
| 3Y | +52.8% | +38.0% | +14.8% | +27.6% |
| 5Y | +51.7% | -2.7% | +54.4% | +40.4% |
| 10Y | +208.5% | +19.9% | +188.6% | +152.8% |
| All | +777.8% | +221.5% | +556.2% | +325.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling