+211.9%
B vs EWZ
+86.7%
+125.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.4% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +9.5% | +8.2% | +1.3% | +7.4% |
| 3M | +14.3% | +13.3% | +1.0% | +11.0% |
| 6M | -1.9% | +3.6% | -5.5% | -2.6% |
| YTD | +4.1% | +21.0% | -16.9% | +0.1% |
| 1Y | +56.1% | +34.7% | +21.5% | +46.8% |
| 3Y | +202.0% | +48.3% | +153.7% | +177.7% |
| 5Y | +158.8% | +60.1% | +98.7% | +131.7% |
| 10Y | +211.9% | +92.6% | +119.3% | +116.5% |
| All | +211.9% | +86.7% | +125.2% | +116.5% |
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