+43.1%
EWZ vs FND
+61.4%
-18.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.3% | -1.1% |
| 7D | +0.1% | -5.1% | +5.2% | +1.1% |
| 30D | -25.9% | +9.2% | -35.1% | -27.4% |
| 3M | -6.1% | -17.7% | +11.6% | -2.8% |
| 6M | -16.1% | +2.5% | -18.6% | -17.7% |
| YTD | +1.0% | -19.8% | +20.8% | +3.4% |
| 1Y | 0.0% | -22.7% | +22.6% | +3.0% |
| 3Y | +16.8% | -38.3% | +55.1% | +21.2% |
| 5Y | +52.1% | -63.0% | +115.0% | +70.2% |
| All | +43.1% | +61.4% | -18.3% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling