+55.5%
ZTS vs FXI
+16.6%
+38.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -4.5% | -2.8% | -1.7% | -3.6% |
| 30D | -3.3% | -3.7% | +0.4% | -2.1% |
| 3M | -9.7% | -0.4% | -9.3% | -9.7% |
| 6M | -38.8% | -5.4% | -33.4% | -37.9% |
| YTD | -41.2% | -9.6% | -31.6% | -39.5% |
| 1Y | -50.3% | -11.9% | -38.4% | -48.5% |
| 3Y | -59.1% | +37.8% | -97.0% | -64.7% |
| 5Y | -62.8% | -7.0% | -55.7% | -63.2% |
| All | +55.5% | +16.6% | +38.9% | +40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling