-19.1%
EWZ vs FDS
+53.0%
-72.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +0.7% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | -24.5% | +20.2% | -44.7% | -24.1% |
| 3M | -10.7% | +19.9% | -30.6% | -10.3% |
| 6M | -19.1% | +56.2% | -75.2% | -19.4% |
| All | -19.1% | +53.0% | -72.1% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling