-16.1%
FXI vs Z
-58.2%
+42.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.2% |
| 7D | -4.2% | +0.8% | -5.1% | -4.3% |
| 30D | -1.1% | +5.2% | -6.3% | -1.7% |
| 3M | -4.0% | -17.0% | +13.1% | -3.2% |
| 6M | -11.8% | -22.7% | +10.8% | -11.0% |
| YTD | -11.9% | -56.3% | +44.4% | -9.7% |
| 1Y | -16.1% | -57.7% | +41.5% | -13.9% |
| All | -16.1% | -58.2% | +42.1% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling