+279.0%
B vs EWZ
+436.1%
-157.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -1.6% | +6.5% | -8.1% | -3.4% |
| 30D | +9.4% | +4.8% | +4.6% | +7.9% |
| 3M | +5.0% | +9.9% | -4.9% | +2.3% |
| 6M | -3.5% | +1.9% | -5.5% | -3.9% |
| YTD | +4.5% | +20.3% | -15.8% | -0.5% |
| 1Y | +67.8% | +35.6% | +32.2% | +54.3% |
| 3Y | +196.7% | +43.4% | +153.3% | +167.3% |
| 5Y | +151.9% | +55.9% | +96.0% | +116.4% |
| 10Y | +202.2% | +84.2% | +118.0% | +121.0% |
| All | +279.0% | +436.1% | -157.1% | +131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling