+3,464.6%
FIX vs EWZ
+42.5%
+3,422.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.8% | +5.2% |
| 7D | -17.5% | -1.5% | -16.0% | -17.0% |
| 30D | -41.6% | -24.5% | -17.0% | -35.9% |
| 3M | -40.6% | -10.7% | -29.9% | -39.7% |
| 6M | -49.4% | -19.1% | -30.3% | -46.4% |
| YTD | +9.2% | +1.6% | +7.6% | +5.9% |
| 1Y | +6.5% | +4.3% | +2.2% | +2.1% |
| 3Y | +448.7% | +19.0% | +429.8% | +393.1% |
| 5Y | +948.7% | +57.7% | +891.0% | +715.5% |
| All | +3,464.6% | +42.5% | +3,422.1% | +2,594.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling