+200.3%
FXI vs STZ
+793.9%
-593.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -2.0% | +14.7% | -16.7% | -6.9% |
| 3M | -5.0% | +8.8% | -13.8% | -8.3% |
| 6M | -9.6% | +3.1% | -12.7% | -11.6% |
| YTD | -11.9% | +7.9% | -19.8% | -16.1% |
| 1Y | -16.7% | +14.2% | -30.8% | -22.4% |
| 3Y | +40.6% | -35.2% | +75.8% | +58.2% |
| 5Y | -9.1% | -29.6% | +20.5% | -2.6% |
| 10Y | +18.4% | +12.2% | +6.3% | -3.0% |
| All | +200.3% | +793.9% | -593.7% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling