+26,656.5%
FIX vs EWZ
+352.8%
+26,303.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.8% | +5.2% |
| 7D | -17.5% | -1.5% | -16.0% | -17.0% |
| 30D | -41.6% | -24.5% | -17.0% | -36.0% |
| 3M | -40.6% | -10.7% | -29.9% | -39.5% |
| 6M | -49.4% | -19.1% | -30.3% | -46.3% |
| YTD | +9.2% | +1.6% | +7.6% | +6.4% |
| 1Y | +6.5% | +4.3% | +2.2% | +2.6% |
| 3Y | +448.7% | +19.0% | +429.8% | +397.3% |
| 5Y | +948.7% | +57.7% | +891.0% | +727.6% |
| 10Y | +3,659.7% | +51.3% | +3,608.4% | +2,646.3% |
| All | +26,656.5% | +352.8% | +26,303.7% | +11,937.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling