+8.1%
EWZ vs FDS
+31.1%
-23.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.2% | +1.7% |
| 7D | -4.1% | +9.4% | -13.5% | -3.7% |
| 30D | -25.0% | +23.8% | -48.7% | -24.1% |
| 3M | -10.6% | +25.1% | -35.8% | -9.5% |
| 6M | -16.6% | +53.8% | -70.4% | -14.2% |
| YTD | +2.5% | +19.6% | -17.1% | +1.4% |
| 1Y | +8.1% | +31.6% | -23.6% | +8.7% |
| All | +8.1% | +31.1% | -23.1% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling