+208.1%
FXI vs AZO
+3,651.4%
-3,443.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -2.8% | -2.9% | +0.1% | -1.7% |
| 30D | -3.7% | -5.3% | +1.6% | -1.8% |
| 3M | -0.4% | -7.3% | +6.9% | +1.9% |
| 6M | -5.4% | -22.7% | +17.2% | +3.1% |
| YTD | -9.6% | -15.0% | +5.4% | -5.5% |
| 1Y | -11.9% | -32.2% | +20.3% | +0.2% |
| 3Y | +37.8% | +10.0% | +27.8% | +26.3% |
| 5Y | -7.0% | +85.8% | -92.9% | -34.6% |
| 10Y | +14.3% | +298.9% | -284.5% | -49.0% |
| All | +208.1% | +3,651.4% | -3,443.4% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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