-59.6%
ZTS vs FXI
-2.1%
-57.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | -1.0% | +4.4% | -5.4% | -2.0% |
| 30D | +10.8% | +1.2% | +9.6% | +10.4% |
| 3M | +14.1% | -4.2% | +18.2% | +15.1% |
| 6M | +0.8% | -6.2% | +7.0% | +2.0% |
| YTD | -33.1% | -8.8% | -24.3% | -31.9% |
| 1Y | -30.0% | -11.6% | -18.4% | -28.2% |
| 3Y | -49.5% | +45.1% | -94.7% | -55.1% |
| All | -59.6% | -2.1% | -57.5% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling