+18.2%
EWZ vs FDS
-24.9%
+43.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +1.3% | -2.0% | +3.3% | +1.4% |
| 30D | -26.2% | +13.5% | -39.7% | -26.5% |
| 3M | -8.6% | +15.2% | -23.8% | -9.2% |
| 6M | -17.0% | +47.0% | -64.1% | -18.8% |
| YTD | +2.2% | +13.9% | -11.7% | +3.0% |
| 1Y | +2.7% | +25.2% | -22.5% | +1.4% |
| 3Y | +18.2% | -25.3% | +43.5% | +31.2% |
| All | +18.2% | -24.9% | +43.1% | +31.2% |
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 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