-6.2%
FXI vs Z
-67.0%
+60.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.4% | +4.0% | -1.2% |
| 7D | -1.0% | -3.3% | +2.3% | -0.4% |
| 30D | -3.2% | -3.7% | +0.5% | -2.8% |
| 3M | +1.7% | -7.0% | +8.7% | +2.4% |
| 6M | -1.6% | -29.5% | +28.0% | +4.1% |
| YTD | -7.9% | -52.6% | +44.7% | +4.7% |
| 1Y | -9.6% | -64.0% | +54.4% | +8.3% |
| 3Y | +40.5% | -36.4% | +76.9% | +43.4% |
| 5Y | -6.2% | -65.8% | +59.5% | -7.4% |
| All | -6.2% | -67.0% | +60.8% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling