+477.3%
EWZ vs FLR
+482.5%
-5.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | -0.4% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | -24.5% | -9.1% | -15.4% | -22.5% |
| 3M | -10.7% | -4.7% | -6.0% | -10.7% |
| 6M | -19.1% | -14.2% | -4.8% | -17.4% |
| YTD | +1.6% | +17.3% | -15.7% | -7.1% |
| 1Y | +4.3% | +4.3% | 0.0% | -1.0% |
| 3Y | +19.0% | +30.7% | -11.8% | -3.9% |
| 5Y | +57.7% | +101.3% | -43.6% | +3.1% |
| 10Y | +51.3% | +12.4% | +39.0% | -9.2% |
| All | +477.3% | +482.5% | -5.2% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling