+17.8%
EWZ vs FOXA
+98.3%
-80.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | +0.6% | -2.4% | +3.0% | +1.4% |
| 30D | -25.5% | +8.6% | -34.1% | -27.6% |
| 3M | -4.5% | +9.9% | -14.4% | -7.9% |
| 6M | -15.3% | +0.8% | -16.1% | -16.8% |
| YTD | +3.1% | -6.1% | +9.2% | +3.3% |
| 1Y | +1.2% | +3.3% | -2.1% | -2.4% |
| 3Y | +19.3% | +133.5% | -114.2% | -20.7% |
| 5Y | +52.3% | +75.8% | -23.6% | +12.1% |
| All | +17.8% | +98.3% | -80.6% | -32.9% |
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