+494.2%
FIX vs EWZ
+19.5%
+474.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.9% |
| 7D | +9.4% | +0.8% | +8.7% | +9.2% |
| 30D | -27.8% | -24.4% | -3.4% | -21.0% |
| 3M | -35.6% | -4.6% | -31.0% | -39.1% |
| 6M | -45.2% | -11.6% | -33.7% | -45.7% |
| YTD | +19.5% | +2.4% | +17.1% | +11.7% |
| 1Y | +24.2% | +2.1% | +22.2% | +16.1% |
| 3Y | +494.2% | +18.7% | +475.5% | +369.4% |
| All | +494.2% | +19.5% | +474.7% | +369.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling