+50.3%
EWZ vs FLR
+17.5%
+32.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.3% | -6.3% | +0.4% |
| 7D | +1.4% | +8.5% | -7.1% | -0.2% |
| 30D | -25.1% | -0.7% | -24.4% | -25.2% |
| 3M | -7.7% | -11.7% | +4.0% | -6.0% |
| 6M | -15.8% | +16.2% | -32.1% | -19.2% |
| YTD | +3.6% | +27.0% | -23.4% | -2.7% |
| 1Y | +5.5% | +10.1% | -4.6% | +1.7% |
| 3Y | +22.1% | +46.2% | -24.1% | +6.8% |
| 5Y | +58.3% | +121.4% | -63.1% | +24.3% |
| 10Y | +50.3% | +11.0% | +39.3% | +24.6% |
| All | +50.3% | +17.5% | +32.8% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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