+351.3%
FERG vs EWZ
+94.8%
+256.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -2.6% | +0.9% | -3.4% | -2.6% |
| 30D | -8.9% | +12.8% | -21.7% | -9.9% |
| 3M | -2.0% | +10.8% | -12.8% | -2.9% |
| 6M | -3.2% | +2.5% | -5.7% | -3.4% |
| YTD | +1.5% | +21.4% | -19.9% | 0.0% |
| 1Y | +0.5% | +32.8% | -32.3% | -1.6% |
| 3Y | +50.4% | +45.2% | +5.2% | +46.0% |
| 5Y | +68.7% | +63.0% | +5.7% | +63.0% |
| All | +351.3% | +94.8% | +256.6% | +356.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling