+1.2%
EWZ vs FLR
+12.7%
-11.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +0.6% | +6.3% | -5.7% | -0.6% |
| 30D | -25.5% | +1.8% | -27.3% | -25.8% |
| 3M | -4.5% | -4.4% | -0.1% | -3.8% |
| 6M | -15.3% | +15.9% | -31.2% | -19.6% |
| YTD | +3.1% | +27.7% | -24.7% | -7.9% |
| 1Y | +1.2% | +11.6% | -10.4% | -4.7% |
| All | +1.2% | +12.7% | -11.5% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling