+14.2%
EWZ vs FN
+3,620.5%
-3,606.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.2% |
| 7D | +6.5% | -1.7% | +8.2% | +6.7% |
| 30D | +4.8% | -22.0% | +26.8% | +8.4% |
| 3M | +9.9% | -43.0% | +52.9% | +18.5% |
| 6M | +1.9% | -27.7% | +29.7% | +4.1% |
| YTD | +20.3% | -10.5% | +30.8% | +17.5% |
| 1Y | +35.6% | +12.5% | +23.1% | +26.2% |
| 3Y | +43.4% | +153.8% | -110.4% | +8.3% |
| 5Y | +55.9% | +288.0% | -232.1% | +4.4% |
| 10Y | +84.2% | +906.4% | -822.3% | -0.2% |
| All | +14.2% | +3,620.5% | -3,606.3% | -49.0% |
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 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