-80.9%
FIG vs EWZ
+50.2%
-131.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.1% |
| 7D | -14.5% | -0.1% | -14.4% | -14.4% |
| 30D | -13.3% | +8.2% | -21.5% | -14.0% |
| 3M | +7.4% | +13.3% | -5.9% | +5.3% |
| 6M | -27.8% | +3.6% | -31.4% | -28.6% |
| YTD | -41.1% | +21.0% | -62.1% | -47.3% |
| 1Y | -58.7% | +34.7% | -93.4% | -68.8% |
| All | -80.9% | +50.2% | -131.2% | -87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling