+5,993.3%
FIX vs EWZ
+83.4%
+5,909.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.5% |
| 7D | +6.1% | +5.6% | +0.5% | +3.6% |
| 30D | -2.7% | +9.3% | -11.9% | -6.4% |
| 3M | -10.9% | +15.7% | -26.6% | -16.2% |
| 6M | +29.0% | +7.4% | +21.6% | +25.5% |
| YTD | +76.9% | +22.7% | +54.2% | +63.7% |
| 1Y | +130.7% | +36.4% | +94.4% | +104.8% |
| 3Y | +790.7% | +50.4% | +740.3% | +650.4% |
| 5Y | +2,185.6% | +67.6% | +2,117.9% | +1,687.5% |
| 10Y | +5,993.3% | +84.1% | +5,909.2% | +4,274.4% |
| All | +5,993.3% | +83.4% | +5,909.9% | +4,274.4% |
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