-2.3%
FERG vs EWZ
+36.3%
-38.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.6% |
| 7D | 0.0% | +6.5% | -6.5% | -2.8% |
| 30D | -10.2% | +4.8% | -15.0% | -12.1% |
| 3M | -0.6% | +9.9% | -10.5% | -5.0% |
| 6M | -6.5% | +1.9% | -8.5% | -7.4% |
| YTD | +4.2% | +20.3% | -16.1% | -2.9% |
| 1Y | -2.3% | +35.6% | -37.9% | -14.5% |
| All | -2.3% | +36.3% | -38.6% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling