+16.5%
F vs EWZ
+352.8%
-336.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +1.6% | -1.5% | +3.0% | +2.2% |
| 30D | +2.6% | -24.5% | +27.2% | +13.3% |
| 3M | -8.8% | -10.7% | +1.9% | -6.5% |
| 6M | +4.6% | -19.1% | +23.7% | +11.3% |
| YTD | -1.9% | +1.6% | -3.5% | -5.1% |
| 1Y | -0.8% | +4.3% | -5.1% | -5.2% |
| 3Y | +43.5% | +19.0% | +24.5% | +28.4% |
| 5Y | -12.1% | +57.7% | -69.7% | -31.4% |
| 10Y | +83.6% | +51.3% | +32.3% | +30.4% |
| All | +16.5% | +352.8% | -336.4% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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