+81.2%
EWZ vs FITB
+293.2%
-212.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +6.5% | +0.6% | +5.9% | +6.2% |
| 30D | +4.8% | -4.7% | +9.6% | +6.9% |
| 3M | +9.9% | +6.7% | +3.2% | +6.6% |
| 6M | +1.9% | +12.6% | -10.6% | -3.5% |
| YTD | +20.3% | +19.1% | +1.2% | +10.8% |
| 1Y | +35.6% | +22.6% | +13.0% | +22.9% |
| 3Y | +43.4% | +127.1% | -83.7% | -3.8% |
| 5Y | +55.9% | +71.8% | -15.9% | +12.3% |
| All | +81.2% | +293.2% | -212.0% | -15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling