+36.0%
FXI vs ZCMD
-100.0%
+136.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -2.8% | -2.0% | -0.8% | -2.8% |
| 30D | -3.7% | -19.8% | +16.1% | -3.6% |
| 3M | -0.4% | -62.1% | +61.7% | -1.2% |
| 6M | -5.4% | -99.5% | +94.1% | -2.6% |
| YTD | -9.6% | -99.7% | +90.1% | -6.2% |
| 1Y | -11.9% | -99.9% | +88.0% | -7.8% |
| All | +36.0% | -100.0% | +136.0% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling