+214.8%
B vs EWZ
+68.6%
+146.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -1.0% |
| 7D | -7.3% | +0.8% | -8.1% | -7.4% |
| 30D | -3.3% | -24.4% | +21.0% | +2.2% |
| 3M | -7.8% | -4.6% | -3.2% | -7.7% |
| 6M | -15.5% | -11.6% | -4.0% | -13.9% |
| YTD | -12.3% | +2.4% | -14.6% | -13.0% |
| 1Y | +5.4% | +2.1% | +3.3% | +4.4% |
| 3Y | +165.5% | +18.7% | +146.8% | +154.4% |
| 5Y | +107.0% | +54.2% | +52.9% | +88.0% |
| All | +214.8% | +68.6% | +146.3% | +137.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling