+36.4%
EWZ vs FITB
+23.3%
+13.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.6% | +2.2% |
| 7D | +5.6% | +2.8% | +2.7% | +4.7% |
| 30D | +9.3% | -4.5% | +13.8% | +10.7% |
| 3M | +15.7% | +5.7% | +10.0% | +12.9% |
| 6M | +7.4% | +17.1% | -9.7% | +0.7% |
| YTD | +22.7% | +18.3% | +4.4% | +14.0% |
| 1Y | +36.4% | +23.9% | +12.5% | +25.3% |
| All | +36.4% | +23.3% | +13.1% | +25.3% |
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 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