+44.7%
EWZ vs FTI
+314.3%
-269.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.5% | +5.3% | +1.2% | +5.4% |
| 30D | +4.8% | +15.3% | -10.5% | +1.7% |
| 3M | +9.9% | +15.8% | -5.9% | +6.2% |
| 6M | +1.9% | +22.6% | -20.6% | -3.0% |
| YTD | +20.3% | +79.5% | -59.2% | +5.9% |
| 1Y | +35.6% | +102.0% | -66.4% | +16.4% |
| All | +44.7% | +314.3% | -269.6% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling