+81.1%
EWZ vs FE
+115.1%
-34.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +6.5% | +1.9% | +4.6% | +5.7% |
| 30D | +4.8% | -1.2% | +6.0% | +5.3% |
| 3M | +9.9% | +3.5% | +6.4% | +8.1% |
| 6M | +1.9% | -6.1% | +8.0% | +4.3% |
| YTD | +20.3% | +7.6% | +12.7% | +16.1% |
| 1Y | +35.6% | +11.9% | +23.7% | +28.5% |
| 3Y | +43.4% | +48.4% | -5.0% | +18.1% |
| 5Y | +55.9% | +44.8% | +11.2% | +27.7% |
| All | +81.1% | +115.1% | -34.0% | +38.9% |
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