-17.1%
FXI vs ZS
+599.9%
-617.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -4.2% | -2.6% | -1.6% | -3.9% |
| 30D | -1.1% | -12.8% | +11.7% | +0.2% |
| 3M | -4.0% | +2.3% | -6.2% | -4.9% |
| 6M | -11.8% | +26.3% | -38.1% | -16.2% |
| YTD | -11.9% | -14.4% | +2.5% | -12.7% |
| 1Y | -16.1% | -37.6% | +21.5% | -13.3% |
| 3Y | +38.8% | +8.0% | +30.8% | +29.9% |
| 5Y | -9.1% | -44.9% | +35.8% | -12.2% |
| All | -17.1% | +599.9% | -617.0% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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