+575.6%
EWZ vs FTI
+2,165.1%
-1,589.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.5% | +5.3% | +1.2% | +4.2% |
| 30D | +4.8% | +15.3% | -10.5% | -1.5% |
| 3M | +9.9% | +15.8% | -5.9% | +2.4% |
| 6M | +1.9% | +22.6% | -20.6% | -7.8% |
| YTD | +20.3% | +79.5% | -59.2% | -7.6% |
| 1Y | +35.6% | +102.0% | -66.4% | -1.5% |
| 3Y | +43.4% | +315.8% | -272.4% | -28.4% |
| 5Y | +55.9% | +1,129.5% | -1,073.6% | -56.6% |
| 10Y | +84.2% | +320.9% | -236.8% | -34.2% |
| All | +575.6% | +2,165.1% | -1,589.5% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling