+221.8%
FXI vs ZBRA
+516.1%
-294.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | +0.1% | +1.0% |
| 7D | +1.0% | +1.8% | -0.7% | +0.4% |
| 30D | -0.6% | -1.7% | +1.1% | -0.1% |
| 3M | +1.9% | +47.8% | -45.9% | -13.1% |
| 6M | -0.2% | +56.7% | -56.9% | -17.4% |
| YTD | -5.6% | +49.4% | -55.0% | -21.3% |
| 1Y | -4.7% | +16.5% | -21.2% | -13.7% |
| 3Y | +38.0% | +31.5% | +6.6% | +12.9% |
| 5Y | -2.7% | -38.6% | +35.9% | +1.6% |
| 10Y | +19.9% | +421.0% | -401.0% | -56.4% |
| All | +221.8% | +516.1% | -294.3% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling