-57.5%
ZTS vs FXI
+43.9%
-101.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -0.9% |
| 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% | -4.4% |
| 6M | -39.1% | -0.2% | -39.0% | -39.2% |
| YTD | -38.8% | -5.6% | -33.2% | -38.3% |
| 1Y | -49.6% | -4.7% | -44.9% | -49.2% |
| All | -57.5% | +43.9% | -101.4% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling