+273.8%
RTX vs FXI
+20.5%
+253.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.8% |
| 7D | -3.2% | +4.4% | -7.6% | -4.3% |
| 30D | +5.6% | +1.2% | +4.3% | +5.1% |
| 3M | -11.7% | -4.2% | -7.5% | -10.9% |
| 6M | +12.3% | -6.2% | +18.5% | +13.8% |
| YTD | +8.2% | -8.8% | +17.0% | +10.4% |
| 1Y | +12.6% | -11.6% | +24.2% | +15.8% |
| 3Y | +152.8% | +45.1% | +107.7% | +118.8% |
| 5Y | +140.2% | -1.2% | +141.4% | +136.7% |
| 10Y | +273.8% | +20.1% | +253.7% | +245.9% |
| All | +273.8% | +20.5% | +253.3% | +245.9% |
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 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