-80.8%
FIG vs EWZ
+52.2%
-133.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | -12.2% | +1.1% | -13.3% | -12.3% |
| 30D | -11.0% | +13.5% | -24.5% | -12.2% |
| 3M | +11.9% | +15.2% | -3.4% | +9.5% |
| 6M | -21.9% | +3.7% | -25.6% | -22.6% |
| YTD | -40.8% | +22.5% | -63.3% | -47.1% |
| 1Y | -56.6% | +35.3% | -91.9% | -66.8% |
| All | -80.8% | +52.2% | -133.0% | -87.8% |
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