+4.7%
FIX vs EWZ
+2.4%
+2.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.8% | +5.2% |
| 7D | -17.5% | -1.5% | -16.0% | -17.1% |
| 30D | -41.6% | -24.5% | -17.0% | -37.2% |
| 3M | -40.6% | -10.7% | -29.9% | -44.4% |
| 6M | -49.4% | -19.1% | -30.3% | -48.1% |
| YTD | +9.2% | +1.6% | +7.6% | -1.7% |
| All | +4.7% | +2.4% | +2.3% | -6.3% |
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