+14.7%
FXI vs ZBRA
+435.2%
-420.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | 0.0% |
| 7D | -3.9% | -3.4% | -0.5% | -3.1% |
| 30D | -2.1% | -7.4% | +5.3% | -0.4% |
| 3M | -0.5% | +57.5% | -58.0% | -12.2% |
| 6M | -4.5% | +64.0% | -68.5% | -17.2% |
| YTD | -9.2% | +44.3% | -53.5% | -19.2% |
| 1Y | -13.8% | +10.9% | -24.7% | -18.2% |
| 3Y | +36.6% | +37.5% | -0.9% | +17.6% |
| 5Y | -6.7% | -39.7% | +33.0% | -2.8% |
| All | +14.7% | +435.2% | -420.6% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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