+10.0%
FXI vs Z
+4.2%
+5.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.9% |
| 7D | -4.2% | -4.9% | +0.7% | -3.4% |
| 30D | -2.0% | +3.0% | -5.0% | -3.0% |
| 3M | -5.0% | -13.4% | +8.4% | -3.5% |
| 6M | -9.6% | -27.3% | +17.7% | -6.0% |
| YTD | -11.9% | -57.8% | +45.9% | -0.5% |
| 1Y | -16.7% | -60.0% | +43.4% | -5.2% |
| 3Y | +40.6% | -21.5% | +62.2% | +38.0% |
| 5Y | -9.1% | -55.0% | +45.9% | -5.8% |
| 10Y | +18.4% | -18.8% | +37.2% | +2.4% |
| All | +10.0% | +4.2% | +5.8% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling