+18.1%
EWZ vs FGI
+2.3%
+15.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -4.2% | -11.6% | +7.4% | -4.1% |
| 30D | -26.1% | -3.3% | -22.9% | -26.1% |
| 3M | -12.0% | +65.6% | -77.6% | -12.5% |
| 6M | -19.3% | -2.8% | -16.5% | -19.5% |
| YTD | +0.9% | +30.1% | -29.2% | +0.4% |
| 1Y | +3.4% | +50.2% | -46.8% | +2.5% |
| All | +18.1% | +2.3% | +15.8% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling