+55.0%
EWZ vs FTI
+1,129.5%
-1,074.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.5% | +5.3% | +1.2% | +5.2% |
| 30D | +4.8% | +15.3% | -10.5% | +1.1% |
| 3M | +9.9% | +15.8% | -5.9% | +5.5% |
| 6M | +1.9% | +22.6% | -20.6% | -3.9% |
| YTD | +20.3% | +79.5% | -59.2% | +3.0% |
| 1Y | +35.6% | +102.0% | -66.4% | +12.5% |
| 3Y | +43.4% | +315.8% | -272.4% | -4.7% |
| All | +55.0% | +1,129.5% | -1,074.5% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling