+130.7%
FIX vs EWZ
+36.2%
+94.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +0.6% |
| 7D | +6.1% | +5.6% | +0.5% | +0.9% |
| 30D | -2.7% | +9.3% | -11.9% | -10.4% |
| 3M | -10.9% | +15.7% | -26.6% | -22.0% |
| 6M | +29.0% | +7.4% | +21.6% | +20.6% |
| YTD | +76.9% | +22.7% | +54.2% | +55.9% |
| 1Y | +130.7% | +36.4% | +94.4% | +86.7% |
| All | +130.7% | +36.2% | +94.5% | +86.7% |
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