+43.6%
EWZ vs FITB
+247.4%
-203.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -1.5% | -1.5% | +0.1% | -0.9% |
| 30D | -24.5% | +5.8% | -30.3% | -26.4% |
| 3M | -10.7% | -6.1% | -4.6% | -8.5% |
| 6M | -19.1% | +5.9% | -25.0% | -21.4% |
| YTD | +1.6% | +16.1% | -14.5% | -5.5% |
| 1Y | +4.3% | +28.8% | -24.5% | -7.4% |
| 3Y | +19.0% | +126.0% | -107.1% | -19.9% |
| 5Y | +57.7% | +45.3% | +12.4% | +23.5% |
| All | +43.6% | +247.4% | -203.8% | -18.3% |
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