+174.6%
ZTS vs FXI
+19.8%
+154.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -1.1% |
| 7D | -2.0% | +1.0% | -3.0% | -2.3% |
| 30D | +1.9% | -0.6% | +2.5% | +2.1% |
| 3M | -4.0% | +1.9% | -5.9% | -4.7% |
| 6M | -39.1% | -0.2% | -39.0% | -39.2% |
| YTD | -38.8% | -5.6% | -33.2% | -37.9% |
| 1Y | -49.6% | -4.7% | -44.9% | -49.0% |
| 3Y | -59.0% | +38.0% | -97.0% | -64.4% |
| 5Y | -61.8% | -2.7% | -59.1% | -63.4% |
| 10Y | +61.4% | +19.9% | +41.5% | +40.3% |
| All | +174.6% | +19.8% | +154.8% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling