+50.3%
EWZ vs FTI
+185.2%
-134.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.2% | +1.8% |
| 7D | +1.4% | -4.3% | +5.7% | +2.7% |
| 30D | -25.1% | -8.0% | -17.1% | -23.4% |
| 3M | -7.7% | -8.0% | +0.3% | -5.9% |
| 6M | -15.8% | -8.7% | -7.2% | -14.4% |
| YTD | +3.6% | +43.9% | -40.3% | -8.7% |
| 1Y | +5.5% | +49.8% | -44.3% | -8.2% |
| 3Y | +22.1% | +211.7% | -189.6% | -18.9% |
| 5Y | +58.3% | +781.6% | -723.2% | -29.7% |
| 10Y | +50.3% | +180.2% | -129.9% | -26.7% |
| All | +50.3% | +185.2% | -134.9% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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