+353.6%
EWZ vs FE
+515.8%
-162.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.7% |
| 7D | -4.1% | +1.7% | -5.8% | -5.0% |
| 30D | -25.0% | +8.1% | -33.1% | -28.1% |
| 3M | -10.6% | -1.3% | -9.3% | -10.2% |
| 6M | -16.6% | +2.9% | -19.5% | -18.3% |
| YTD | +2.5% | +8.6% | -6.1% | -2.7% |
| 1Y | +8.1% | +6.3% | +1.7% | +3.6% |
| 3Y | +20.4% | +45.1% | -24.7% | -4.7% |
| 5Y | +62.7% | +47.1% | +15.6% | +25.0% |
| 10Y | +52.6% | +110.6% | -58.0% | -11.1% |
| All | +353.6% | +515.8% | -162.2% | +123.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling