+432.5%
EWZ vs FE
+510.4%
-77.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +6.5% | +1.9% | +4.6% | +5.4% |
| 30D | +4.8% | -1.2% | +6.0% | +5.4% |
| 3M | +9.9% | +3.5% | +6.4% | +7.5% |
| 6M | +1.9% | -6.1% | +8.0% | +4.9% |
| YTD | +20.3% | +7.6% | +12.7% | +14.8% |
| 1Y | +35.6% | +11.9% | +23.7% | +26.4% |
| 3Y | +43.4% | +48.4% | -5.0% | +12.0% |
| 5Y | +55.9% | +44.8% | +11.2% | +20.6% |
| 10Y | +84.2% | +115.9% | -31.7% | +5.7% |
| All | +432.5% | +510.4% | -77.9% | +164.1% |
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