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  • ZTS vs FXI✓SelectedUSD · FXIZTS vs FXI performance historyLatest closeAs of-0.63%09/04
Stock and ETF performance explorer

ZTS vs FXI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-49.6%
FXI return
-4.7%
Excess return
-44.9%
Maximum drawdown
-52.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioFXIExcessAlpha
1D-0.6%+1.5%-2.2%-1.0%
7D-2.0%+1.0%-3.0%-2.2%
30D+1.9%-0.6%+2.5%+2.0%
3M-4.0%+1.9%-5.9%-4.3%
6M-39.1%-0.2%-39.0%-39.1%
YTD-38.8%-5.6%-33.2%-38.4%
1Y-49.6%-4.7%-44.9%-48.9%
All-49.6%-4.7%-44.9%-48.9%

Cumulative growth

Daily Returns

Daily percentage return beside FXI.

Daily Out/Under-Performance

Portfolio return minus FXI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FXI 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 1y: compounded portfolio wealth divided by compounded FXI 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…

1y analysis · Full analysis span regression · 6 months rolling