+57.8%
EWZ vs FN
+170.4%
-112.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.7% | -11.0% | -0.3% |
| 7D | -1.5% | 0.0% | -1.4% | -1.8% |
| 30D | -24.5% | -34.3% | +9.8% | -21.9% |
| 3M | -10.7% | -39.9% | +29.2% | -7.2% |
| 6M | -19.1% | -51.8% | +32.7% | -14.6% |
| YTD | +1.6% | -28.1% | +29.8% | +1.5% |
| 1Y | +4.3% | -29.1% | +33.4% | +3.9% |
| 3Y | +19.0% | +102.4% | -83.5% | +0.3% |
| All | +57.8% | +170.4% | -112.5% | +17.2% |
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