+1,002.4%
RTX vs FXI
+210.6%
+791.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.9% |
| 7D | -3.2% | +4.4% | -7.6% | -4.8% |
| 30D | +5.6% | +1.2% | +4.3% | +5.0% |
| 3M | -11.7% | -4.2% | -7.5% | -10.6% |
| 6M | +12.3% | -6.2% | +18.5% | +14.3% |
| YTD | +8.2% | -8.8% | +17.0% | +11.1% |
| 1Y | +12.6% | -11.6% | +24.2% | +16.8% |
| 3Y | +152.8% | +45.1% | +107.7% | +109.7% |
| 5Y | +140.2% | -1.2% | +141.4% | +119.7% |
| 10Y | +273.8% | +20.1% | +253.7% | +209.6% |
| All | +1,002.4% | +210.6% | +791.8% | +468.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling