+15.0%
FXI vs STZ
-13.0%
+28.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -2.8% | -6.0% | +3.2% | -1.4% |
| 30D | -5.3% | -8.9% | +3.6% | -3.4% |
| 3M | +0.3% | -12.6% | +12.9% | +3.1% |
| 6M | -4.6% | -17.2% | +12.6% | -1.0% |
| YTD | -9.1% | -10.0% | +0.9% | -8.0% |
| 1Y | -12.0% | -14.3% | +2.3% | -10.0% |
| 3Y | +38.6% | -49.9% | +88.6% | +60.4% |
| 5Y | -6.6% | -38.2% | +31.7% | +1.7% |
| 10Y | +15.0% | -12.0% | +27.0% | +12.8% |
| All | +15.0% | -13.0% | +28.1% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling