-13.3%
FXI vs ZS
+488.9%
-502.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.2% | -1.9% |
| 7D | -1.0% | -9.2% | +8.2% | +0.1% |
| 30D | -3.2% | -4.0% | +0.8% | -3.0% |
| 3M | +1.7% | +25.3% | -23.6% | -1.5% |
| 6M | -1.6% | -1.3% | -0.3% | -3.4% |
| YTD | -7.9% | -28.0% | +20.1% | -6.3% |
| 1Y | -9.6% | -42.5% | +32.9% | -5.4% |
| 3Y | +40.5% | +0.7% | +39.7% | +32.9% |
| 5Y | -6.2% | -42.3% | +36.1% | -9.4% |
| All | -13.3% | +488.9% | -502.2% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling