+283.9%
RTX vs FXI
+13.0%
+271.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -1.6% | -2.8% | +1.2% | -0.9% |
| 30D | -11.6% | -5.3% | -6.2% | -10.3% |
| 3M | +9.2% | +0.3% | +8.8% | +8.9% |
| 6M | -4.4% | -4.6% | +0.2% | -3.4% |
| YTD | +8.9% | -9.1% | +18.0% | +11.3% |
| 1Y | +32.1% | -12.0% | +44.1% | +36.1% |
| 3Y | +151.2% | +38.6% | +112.6% | +120.6% |
| 5Y | +162.9% | -6.6% | +169.5% | +166.0% |
| 10Y | +283.9% | +15.0% | +268.9% | +250.1% |
| All | +283.9% | +13.0% | +271.0% | +250.1% |
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