+12.7%
FIX vs EWZ
+2.0%
+10.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.6% |
| 7D | +6.0% | +6.5% | -0.5% | -0.4% |
| 30D | -7.2% | +4.8% | -12.1% | -11.4% |
| 3M | -15.9% | +9.9% | -25.7% | -23.4% |
| 6M | +12.7% | +1.9% | +10.8% | +9.4% |
| All | +12.7% | +2.0% | +10.7% | +9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling