+3.1%
FERG vs EWZ
+7.8%
-4.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.4% |
| 7D | +7.7% | -4.1% | +11.8% | +8.5% |
| 30D | +11.5% | -25.0% | +36.4% | +16.8% |
| 3M | -2.4% | -10.6% | +8.3% | -4.1% |
| 6M | -4.0% | -16.6% | +12.6% | -2.8% |
| YTD | +13.4% | +2.5% | +10.9% | +6.7% |
| 1Y | +3.1% | +8.1% | -5.0% | -9.9% |
| All | +3.1% | +7.8% | -4.7% | -9.9% |
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