+208.6%
B vs EWZ
+55.9%
+152.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.4% | -4.7% | -5.8% |
| 7D | +7.1% | +1.3% | +5.8% | +6.9% |
| 30D | -3.3% | -26.2% | +22.8% | +2.8% |
| 3M | -2.5% | -8.6% | +6.1% | -1.5% |
| 6M | -7.2% | -17.0% | +9.8% | -4.1% |
| YTD | -7.4% | +2.2% | -9.5% | -8.2% |
| 1Y | +16.4% | +2.7% | +13.8% | +15.2% |
| 3Y | +178.7% | +18.2% | +160.5% | +167.2% |
| 5Y | +121.7% | +56.0% | +65.7% | +100.7% |
| 10Y | +208.6% | +60.8% | +147.8% | +132.4% |
| All | +208.6% | +55.9% | +152.7% | +132.4% |
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 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