+18.1%
EWZ vs FE
+44.7%
-26.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -4.2% | +0.6% | -4.7% | -4.3% |
| 30D | -26.1% | +6.4% | -32.6% | -27.1% |
| 3M | -12.0% | -0.5% | -11.6% | -12.1% |
| 6M | -19.3% | +4.7% | -24.0% | -20.2% |
| YTD | +0.9% | +8.4% | -7.4% | -1.0% |
| 1Y | +3.4% | +7.2% | -3.8% | +1.6% |
| All | +18.1% | +44.7% | -26.6% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling