-4.2%
EWZ vs FN
+2,575.5%
-2,579.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.2% | +12.7% | +0.7% |
| 7D | -4.2% | -16.0% | +11.8% | -2.0% |
| 30D | -26.1% | -40.1% | +14.0% | -20.6% |
| 3M | -12.0% | -43.9% | +31.9% | -5.3% |
| 6M | -19.3% | -55.6% | +36.4% | -11.0% |
| YTD | +0.9% | -35.7% | +36.6% | +2.6% |
| 1Y | +3.4% | -39.8% | +43.2% | +5.7% |
| 3Y | +18.6% | +80.3% | -61.7% | -6.5% |
| 5Y | +56.6% | +143.3% | -86.7% | +12.5% |
| 10Y | +50.3% | +682.3% | -632.0% | -16.1% |
| All | -4.2% | +2,575.5% | -2,579.7% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling