+70.4%
EWZ vs FND
+66.0%
+4.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | +6.5% | -5.2% | +11.7% | +7.6% |
| 30D | +4.8% | -19.9% | +24.7% | +9.5% |
| 3M | +9.9% | +2.7% | +7.2% | +8.2% |
| 6M | +1.9% | -21.7% | +23.6% | +5.9% |
| YTD | +20.3% | -17.5% | +37.8% | +22.9% |
| 1Y | +35.6% | -39.3% | +74.9% | +47.2% |
| 3Y | +43.4% | -49.8% | +93.2% | +56.4% |
| 5Y | +55.9% | -60.1% | +116.0% | +71.0% |
| All | +70.4% | +66.0% | +4.4% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling