+2.7%
FIG vs EWZ
-14.0%
+16.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.6% |
| 7D | +3.4% | +0.8% | +2.7% | +3.3% |
| 30D | -9.5% | -24.4% | +14.9% | -8.0% |
| 3M | -26.2% | -4.6% | -21.6% | -20.0% |
| 6M | +2.7% | -11.6% | +14.3% | +8.9% |
| All | +2.7% | -14.0% | +16.7% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling