+14.7%
FXI vs ZBH
-16.2%
+30.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -3.9% | -4.7% | +0.8% | -2.7% |
| 30D | -2.1% | -4.5% | +2.4% | -1.0% |
| 3M | -0.5% | +7.6% | -8.0% | -2.7% |
| 6M | -4.5% | +0.3% | -4.8% | -5.3% |
| YTD | -9.2% | +4.5% | -13.8% | -11.1% |
| 1Y | -13.8% | -9.4% | -4.4% | -12.8% |
| 3Y | +36.6% | -21.5% | +58.1% | +42.0% |
| 5Y | -6.7% | -28.4% | +21.7% | -1.9% |
| All | +14.7% | -16.2% | +30.9% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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