+36.4%
EWZ vs FTI
+102.0%
-65.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.5% |
| 7D | +5.6% | -0.2% | +5.8% | +5.6% |
| 30D | +9.3% | +12.3% | -3.1% | +6.1% |
| 3M | +15.7% | +13.8% | +1.9% | +11.4% |
| 6M | +7.4% | +24.3% | -16.8% | -1.0% |
| YTD | +22.7% | +75.8% | -53.1% | +2.8% |
| 1Y | +36.4% | +99.6% | -63.2% | +10.6% |
| All | +36.4% | +102.0% | -65.6% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling