-2.7%
EWZ vs FN
+3,020.0%
-3,022.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.6% | +2.6% |
| 7D | -4.1% | -7.0% | +2.9% | -3.3% |
| 30D | -25.0% | -24.7% | -0.2% | -22.1% |
| 3M | -10.6% | -35.7% | +25.0% | -5.7% |
| 6M | -16.6% | -52.4% | +35.8% | -8.9% |
| YTD | +2.5% | -25.0% | +27.4% | +1.8% |
| 1Y | +8.1% | -25.7% | +33.7% | +7.0% |
| 3Y | +20.4% | +110.2% | -89.8% | -7.1% |
| 5Y | +62.7% | +192.3% | -129.6% | +13.7% |
| 10Y | +52.6% | +812.3% | -759.7% | -16.7% |
| All | -2.7% | +3,020.0% | -3,022.7% | -55.8% |
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