+73.8%
EWZ vs FND
+58.4%
+15.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.6% | +6.6% | +2.9% |
| 7D | +5.6% | +0.4% | +5.2% | +5.4% |
| 30D | +9.3% | -23.6% | +32.8% | +15.2% |
| 3M | +15.7% | +4.3% | +11.4% | +13.5% |
| 6M | +7.4% | -20.3% | +27.7% | +11.1% |
| YTD | +22.7% | -21.3% | +44.0% | +26.5% |
| 1Y | +36.4% | -45.4% | +81.8% | +51.4% |
| 3Y | +50.4% | -48.9% | +99.3% | +63.1% |
| 5Y | +67.6% | -61.0% | +128.7% | +84.3% |
| All | +73.8% | +58.4% | +15.4% | +38.6% |
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