-62.8%
ZTS vs FXI
-7.1%
-55.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.4% |
| 7D | -4.8% | -1.0% | -3.8% | -4.6% |
| 30D | +1.2% | -3.2% | +4.5% | +2.0% |
| 3M | -6.0% | +1.7% | -7.7% | -6.4% |
| 6M | -38.7% | -1.6% | -37.2% | -38.6% |
| YTD | -40.6% | -7.9% | -32.7% | -39.7% |
| 1Y | -50.6% | -9.6% | -41.0% | -49.6% |
| 3Y | -58.7% | +40.5% | -99.2% | -62.9% |
| 5Y | -62.8% | -6.2% | -56.6% | -65.0% |
| All | -62.8% | -7.1% | -55.7% | -65.0% |
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