+169.3%
RTX vs FXI
-4.2%
+173.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | -5.2% | +1.0% | -6.2% | -5.3% |
| 30D | -9.4% | -0.6% | -8.8% | -9.3% |
| 3M | +12.3% | +1.9% | +10.4% | +12.0% |
| 6M | -3.1% | -0.2% | -3.0% | -3.1% |
| YTD | +10.7% | -5.6% | +16.3% | +11.2% |
| 1Y | +28.4% | -4.7% | +33.1% | +28.9% |
| 3Y | +147.1% | +38.0% | +109.0% | +137.9% |
| All | +169.3% | -4.2% | +173.6% | +178.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling