+84.1%
EWZ vs FTI
+304.2%
-220.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.6% |
| 7D | +5.6% | -0.2% | +5.8% | +5.6% |
| 30D | +9.3% | +12.3% | -3.1% | +5.2% |
| 3M | +15.7% | +13.8% | +1.9% | +10.6% |
| 6M | +7.4% | +24.3% | -16.8% | -0.5% |
| YTD | +22.7% | +75.8% | -53.1% | +2.0% |
| 1Y | +36.4% | +99.6% | -63.2% | +8.7% |
| 3Y | +50.4% | +278.4% | -228.0% | -5.9% |
| 5Y | +67.6% | +1,168.7% | -1,101.1% | -34.1% |
| 10Y | +84.1% | +297.5% | -213.5% | -23.6% |
| All | +84.1% | +304.2% | -220.2% | -23.6% |
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