-16.6%
EWZ vs FN
-52.5%
+35.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.6% | +1.6% |
| 7D | -4.1% | -7.0% | +2.9% | -4.1% |
| 30D | -25.0% | -24.7% | -0.2% | -24.5% |
| 3M | -10.6% | -35.7% | +25.0% | -9.9% |
| 6M | -16.6% | -52.4% | +35.8% | -16.0% |
| All | -16.6% | -52.5% | +35.9% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling