+136.3%
B vs EWZ
+54.3%
+81.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.3% |
| 7D | +9.6% | -1.5% | +11.1% | +10.2% |
| 30D | +3.5% | -24.5% | +28.0% | +12.9% |
| 3M | -1.6% | -10.7% | +9.1% | 0.0% |
| 6M | -1.7% | -19.1% | +17.4% | +3.7% |
| YTD | -5.3% | +1.6% | -6.9% | -7.2% |
| 1Y | +27.2% | +4.3% | +22.9% | +23.4% |
| 3Y | +166.1% | +19.0% | +147.1% | +145.9% |
| All | +136.3% | +54.3% | +81.9% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling