-0.7%
FXI vs ZCMD
-100.0%
+99.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.1% | +7.5% | +0.5% |
| 7D | -3.9% | -5.4% | +1.6% | -3.8% |
| 30D | -2.1% | -24.8% | +22.7% | -1.8% |
| 3M | -0.5% | -62.8% | +62.3% | -1.9% |
| 6M | -4.5% | -99.5% | +95.0% | +1.4% |
| YTD | -9.2% | -99.8% | +90.5% | -2.2% |
| 1Y | -13.8% | -99.9% | +86.1% | -5.1% |
| 3Y | +36.6% | -100.0% | +136.6% | +59.3% |
| 5Y | -6.7% | -100.0% | +93.3% | +9.8% |
| All | -0.7% | -100.0% | +99.3% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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