+45.1%
FXI vs Z
-19.5%
+64.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.6% | -1.3% |
| 7D | +4.4% | -5.2% | +9.5% | +4.8% |
| 30D | +1.2% | +5.7% | -4.5% | +0.2% |
| 3M | -4.2% | -8.7% | +4.6% | -3.7% |
| 6M | -6.2% | -26.0% | +19.7% | -3.6% |
| YTD | -8.8% | -55.0% | +46.2% | -0.6% |
| 1Y | -11.6% | -58.0% | +46.4% | -2.9% |
| 3Y | +45.1% | -15.2% | +60.3% | +47.9% |
| All | +45.1% | -19.5% | +64.7% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling