+43.6%
EWZ vs FN
+753.0%
-709.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.7% | -11.0% | -1.1% |
| 7D | -1.5% | 0.0% | -1.4% | -2.0% |
| 30D | -24.5% | -34.3% | +9.8% | -20.0% |
| 3M | -10.7% | -39.9% | +29.2% | -4.8% |
| 6M | -19.1% | -51.8% | +32.7% | -11.7% |
| YTD | +1.6% | -28.1% | +29.8% | +1.0% |
| 1Y | +4.3% | -29.1% | +33.4% | +3.3% |
| 3Y | +19.0% | +102.4% | -83.5% | -12.3% |
| 5Y | +57.7% | +171.7% | -114.0% | +2.7% |
| All | +43.6% | +753.0% | -709.4% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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