+198.7%
B vs EWZ
+50.2%
+148.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.4% | -2.6% |
| 7D | +2.3% | +5.6% | -3.3% | -1.0% |
| 30D | +1.4% | +9.3% | -7.9% | -3.9% |
| 3M | +12.2% | +15.7% | -3.5% | +3.0% |
| 6M | -2.1% | +7.4% | -9.6% | -6.1% |
| YTD | +2.9% | +22.7% | -19.7% | -6.9% |
| 1Y | +55.3% | +36.4% | +18.9% | +32.9% |
| 3Y | +198.7% | +50.4% | +148.3% | +147.3% |
| All | +198.7% | +50.2% | +148.4% | +147.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling