-14.6%
FXI vs ZS
+498.3%
-512.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -3.9% | -3.1% | -0.8% | -3.5% |
| 30D | -2.1% | -7.2% | +5.1% | -1.5% |
| 3M | -0.5% | +30.5% | -30.9% | -4.1% |
| 6M | -4.5% | +7.0% | -11.5% | -7.3% |
| YTD | -9.2% | -26.8% | +17.6% | -7.8% |
| 1Y | -13.8% | -42.6% | +28.8% | -9.7% |
| 3Y | +36.6% | -0.3% | +36.9% | +29.5% |
| 5Y | -6.7% | -39.2% | +32.5% | -10.4% |
| All | -14.6% | +498.3% | -512.9% | -38.6% |
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