+19.0%
EWZ vs FGI
+1.5%
+17.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -1.5% | -7.0% | +5.5% | -1.5% |
| 30D | -24.5% | -4.2% | -20.3% | -24.5% |
| 3M | -10.7% | +55.6% | -66.3% | -11.1% |
| 6M | -19.1% | -3.2% | -15.9% | -19.4% |
| YTD | +1.6% | +29.1% | -27.5% | +1.1% |
| 1Y | +4.3% | +51.0% | -46.7% | +3.4% |
| 3Y | +19.0% | +1.5% | +17.4% | +19.3% |
| All | +19.0% | +1.5% | +17.4% | +19.3% |
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