+152.8%
RTX vs FXI
+43.4%
+109.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.6% |
| 7D | -3.2% | +4.4% | -7.6% | -3.5% |
| 30D | +5.6% | +1.2% | +4.3% | +5.4% |
| 3M | -11.7% | -4.2% | -7.5% | -11.4% |
| 6M | +12.3% | -6.2% | +18.5% | +13.0% |
| YTD | +8.2% | -8.8% | +17.0% | +9.0% |
| 1Y | +12.6% | -11.6% | +24.2% | +13.6% |
| 3Y | +152.8% | +45.1% | +107.7% | +140.9% |
| All | +152.8% | +43.4% | +109.5% | +140.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling