+213.4%
FXI vs STZ
+777.7%
-564.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.7% |
| 7D | +5.7% | +4.9% | +0.7% | +3.8% |
| 30D | +4.6% | +20.9% | -16.3% | -2.6% |
| 3M | -2.8% | +8.0% | -10.8% | -6.0% |
| 6M | -6.1% | -5.3% | -0.8% | -5.3% |
| YTD | -8.0% | +5.9% | -14.0% | -11.8% |
| 1Y | -11.3% | +14.2% | -25.5% | -17.5% |
| 3Y | +42.6% | -37.0% | +79.6% | +62.1% |
| 5Y | -0.1% | -29.7% | +29.6% | +7.1% |
| 10Y | +22.7% | +5.2% | +17.6% | +3.2% |
| All | +213.4% | +777.7% | -564.2% | -15.3% |
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