+55.0%
EWZ vs FN
+289.0%
-234.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.0% |
| 7D | +6.5% | -1.7% | +8.2% | +6.7% |
| 30D | +4.8% | -22.0% | +26.8% | +7.0% |
| 3M | +9.9% | -43.0% | +52.9% | +15.3% |
| 6M | +1.9% | -27.7% | +29.7% | +3.3% |
| YTD | +20.3% | -10.5% | +30.8% | +18.6% |
| 1Y | +35.6% | +12.5% | +23.1% | +29.7% |
| 3Y | +43.4% | +153.8% | -110.4% | +19.4% |
| All | +55.0% | +289.0% | -234.0% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling