+19.0%
EWZ vs FDS
-23.2%
+42.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +0.9% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | -24.5% | +20.2% | -44.7% | -25.0% |
| 3M | -10.7% | +19.9% | -30.6% | -11.4% |
| 6M | -19.1% | +56.2% | -75.2% | -21.2% |
| YTD | +1.6% | +14.6% | -12.9% | +2.4% |
| 1Y | +4.3% | +31.6% | -27.3% | +2.0% |
| 3Y | +19.0% | -23.8% | +42.8% | +31.0% |
| All | +19.0% | -23.2% | +42.1% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling