+1,027.6%
RTX vs FXI
+221.5%
+806.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | -5.2% | +1.0% | -6.2% | -5.5% |
| 30D | -9.4% | -0.6% | -8.8% | -9.3% |
| 3M | +12.3% | +1.9% | +10.4% | +11.2% |
| 6M | -3.1% | -0.2% | -3.0% | -3.4% |
| YTD | +10.7% | -5.6% | +16.3% | +12.5% |
| 1Y | +28.4% | -4.7% | +33.1% | +29.7% |
| 3Y | +147.1% | +38.0% | +109.0% | +109.2% |
| 5Y | +167.2% | -2.7% | +169.9% | +146.3% |
| 10Y | +274.7% | +19.9% | +254.8% | +211.4% |
| All | +1,027.6% | +221.5% | +806.1% | +476.1% |
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