+20.0%
FXI vs STZ
+12.8%
+7.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.2% |
| 7D | -1.9% | -0.9% | -1.0% | -1.7% |
| 30D | -0.6% | +14.9% | -15.6% | -3.8% |
| 3M | -4.9% | +8.4% | -13.3% | -6.8% |
| 6M | -8.8% | +2.8% | -11.6% | -9.9% |
| YTD | -10.7% | +7.5% | -18.3% | -13.3% |
| 1Y | -15.2% | +12.5% | -27.8% | -18.7% |
| 3Y | +42.5% | -35.4% | +77.9% | +54.9% |
| 5Y | -7.8% | -29.3% | +21.5% | -2.8% |
| 10Y | +20.0% | +11.8% | +8.2% | +16.8% |
| All | +20.0% | +12.8% | +7.2% | +16.8% |
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