+44.0%
EWZ vs FND
+69.4%
-25.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.5% | +7.7% | -9.2% | -3.1% |
| 30D | -24.5% | +11.9% | -36.4% | -26.5% |
| 3M | -10.7% | -14.6% | +3.9% | -8.3% |
| 6M | -19.1% | +0.5% | -19.5% | -20.3% |
| YTD | +1.6% | -15.8% | +17.5% | +3.0% |
| 1Y | +4.3% | -12.9% | +17.2% | +4.8% |
| 3Y | +19.0% | -34.2% | +53.1% | +21.7% |
| 5Y | +57.7% | -61.6% | +119.2% | +75.2% |
| All | +44.0% | +69.4% | -25.4% | +12.9% |
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