+38.2%
EWZ vs FOXA
+86.3%
-48.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.7% |
| 7D | -0.1% | -5.4% | +5.4% | +1.8% |
| 30D | +8.2% | +1.1% | +7.0% | +7.6% |
| 3M | +13.3% | -6.1% | +19.4% | +14.4% |
| 6M | +3.6% | +8.2% | -4.6% | -1.3% |
| YTD | +21.0% | -11.8% | +32.8% | +24.1% |
| 1Y | +34.7% | +9.9% | +24.7% | +26.0% |
| 3Y | +48.3% | +110.7% | -62.5% | +2.5% |
| 5Y | +60.1% | +86.9% | -26.9% | +12.8% |
| All | +38.2% | +86.3% | -48.1% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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