+432.5%
EWZ vs FDS
+1,625.0%
-1,192.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.7% |
| 7D | +6.5% | -1.9% | +8.4% | +7.2% |
| 30D | +4.8% | +9.0% | -4.2% | +1.0% |
| 3M | +9.9% | +18.9% | -9.0% | +0.8% |
| 6M | +1.9% | +35.1% | -33.2% | -12.8% |
| YTD | +20.3% | +5.5% | +14.8% | +12.3% |
| 1Y | +35.6% | -16.8% | +52.4% | +37.9% |
| 3Y | +43.4% | -28.1% | +71.5% | +52.7% |
| 5Y | +55.9% | -17.4% | +73.4% | +51.9% |
| 10Y | +84.2% | +85.4% | -1.3% | +25.2% |
| All | +432.5% | +1,625.0% | -1,192.4% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling