+67.5%
FERG vs EWZ
+60.3%
+7.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | -1.0% | +1.1% | -2.1% | -1.4% |
| 30D | -11.8% | +13.5% | -25.3% | -15.4% |
| 3M | -1.2% | +15.2% | -16.5% | -5.8% |
| 6M | -2.3% | +3.7% | -6.0% | -3.6% |
| YTD | +0.8% | +22.5% | -21.7% | -5.5% |
| 1Y | +0.5% | +35.3% | -34.8% | -8.6% |
| 3Y | +51.4% | +50.2% | +1.2% | +32.1% |
| 5Y | +67.5% | +64.6% | +2.9% | +44.3% |
| All | +67.5% | +60.3% | +7.1% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling