+8.1%
EWZ vs FITB
+36.9%
-28.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.1% |
| 7D | -4.1% | +2.3% | -6.4% | -4.8% |
| 30D | -25.0% | +7.7% | -32.7% | -26.9% |
| 3M | -10.6% | -4.5% | -6.1% | -9.4% |
| 6M | -16.6% | +12.5% | -29.1% | -20.9% |
| YTD | +2.5% | +19.8% | -17.3% | -6.6% |
| 1Y | +8.1% | +34.1% | -26.1% | -4.4% |
| All | +8.1% | +36.9% | -28.8% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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