+8.1%
EWZ vs FGI
+38.7%
-30.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.0% | +6.6% | +1.6% |
| 7D | -4.1% | +3.3% | -7.4% | -4.0% |
| 30D | -25.0% | -2.0% | -22.9% | -24.9% |
| 3M | -10.6% | +60.3% | -70.9% | -10.6% |
| 6M | -16.6% | +0.7% | -17.4% | -16.8% |
| YTD | +2.5% | +30.2% | -27.7% | +3.7% |
| 1Y | +8.1% | +44.4% | -36.3% | +9.0% |
| All | +8.1% | +38.7% | -30.6% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling