+15.0%
FXI vs Z
-5.7%
+20.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -2.8% | -7.1% | +4.3% | -1.6% |
| 30D | -5.3% | -4.8% | -0.5% | -4.8% |
| 3M | +0.3% | -9.3% | +9.7% | +1.4% |
| 6M | -4.6% | -29.0% | +24.4% | +0.1% |
| YTD | -9.1% | -52.9% | +43.8% | +1.6% |
| 1Y | -12.0% | -63.1% | +51.2% | +2.1% |
| 3Y | +38.6% | -36.9% | +75.5% | +42.2% |
| 5Y | -6.6% | -65.5% | +58.9% | -0.4% |
| 10Y | +15.0% | -3.9% | +18.9% | -1.1% |
| All | +15.0% | -5.7% | +20.7% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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