+13.5%
RTX vs FXI
-13.7%
+27.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | -1.7% | +3.7% | -5.4% | -2.3% |
| 30D | +7.7% | +0.5% | +7.2% | +7.6% |
| 3M | -10.3% | -5.7% | -4.6% | -9.2% |
| 6M | +14.6% | -6.9% | +21.5% | +17.9% |
| YTD | +10.4% | -9.5% | +19.8% | +13.6% |
| 1Y | +13.5% | -14.0% | +27.5% | +17.3% |
| All | +13.5% | -13.7% | +27.2% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling