+1,335.0%
FERG vs EWZ
+1.1%
+1,333.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.1% |
| 7D | +3.4% | +5.6% | -2.2% | +3.0% |
| 30D | -11.5% | +9.3% | -20.8% | -12.0% |
| 3M | +1.3% | +15.7% | -14.4% | +0.3% |
| 6M | -1.0% | +7.4% | -8.4% | -1.4% |
| YTD | +3.2% | +22.7% | -19.5% | +2.0% |
| 1Y | -3.0% | +36.4% | -39.3% | -4.7% |
| 3Y | +55.0% | +50.4% | +4.6% | +51.3% |
| 5Y | +72.6% | +67.6% | +5.0% | +67.8% |
| 10Y | +358.9% | +84.1% | +274.9% | +350.4% |
| All | +1,335.0% | +1.1% | +1,333.9% | +1,357.7% |
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