+67.6%
EWZ vs FOXA
+89.1%
-21.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.0% |
| 7D | +5.6% | -0.6% | +6.2% | +5.7% |
| 30D | +9.3% | +2.3% | +6.9% | +8.7% |
| 3M | +15.7% | -2.8% | +18.5% | +15.9% |
| 6M | +7.4% | +9.6% | -2.2% | +4.6% |
| YTD | +22.7% | -9.9% | +32.6% | +24.7% |
| 1Y | +36.4% | +5.4% | +31.0% | +33.1% |
| 3Y | +50.4% | +115.3% | -64.9% | +19.0% |
| 5Y | +67.6% | +93.1% | -25.4% | +31.0% |
| All | +67.6% | +89.1% | -21.4% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling