+43.6%
EWZ vs FE
+105.3%
-61.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.3% |
| 7D | -1.5% | -1.0% | -0.5% | -1.1% |
| 30D | -24.5% | +4.1% | -28.7% | -25.8% |
| 3M | -10.7% | -1.0% | -9.7% | -10.5% |
| 6M | -19.1% | +4.0% | -23.1% | -20.7% |
| YTD | +1.6% | +6.8% | -5.2% | -1.7% |
| 1Y | +4.3% | +5.3% | -1.0% | +1.5% |
| 3Y | +19.0% | +44.6% | -25.6% | -0.7% |
| 5Y | +57.7% | +44.2% | +13.5% | +29.8% |
| All | +43.6% | +105.3% | -61.7% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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