+43.6%
EWZ vs FDS
+135.4%
-91.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +1.9% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | -24.5% | +20.2% | -44.7% | -29.1% |
| 3M | -10.7% | +19.9% | -30.6% | -16.6% |
| 6M | -19.1% | +56.2% | -75.2% | -32.9% |
| YTD | +1.6% | +14.6% | -12.9% | -6.2% |
| 1Y | +4.3% | +31.6% | -27.3% | -10.2% |
| 3Y | +19.0% | -23.8% | +42.8% | +28.7% |
| 5Y | +57.7% | -22.6% | +80.2% | +64.0% |
| All | +43.6% | +135.4% | -91.8% | -0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling