+122.9%
FIX vs EWZ
+36.3%
+86.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.5% |
| 7D | +6.0% | +6.5% | -0.5% | +0.1% |
| 30D | -7.2% | +4.8% | -12.1% | -11.3% |
| 3M | -15.9% | +9.9% | -25.7% | -22.7% |
| 6M | +12.7% | +1.9% | +10.8% | +10.3% |
| YTD | +72.8% | +20.3% | +52.5% | +55.8% |
| 1Y | +122.9% | +35.6% | +87.3% | +87.2% |
| All | +122.9% | +36.3% | +86.6% | +87.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling