+243.5%
B vs EWZ
+352.8%
-109.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.3% |
| 7D | +9.6% | -1.5% | +11.1% | +10.1% |
| 30D | +3.5% | -24.5% | +28.0% | +11.3% |
| 3M | -1.6% | -10.7% | +9.1% | +0.4% |
| 6M | -1.7% | -19.1% | +17.4% | +3.4% |
| YTD | -5.3% | +1.6% | -6.9% | -6.5% |
| 1Y | +27.2% | +4.3% | +22.9% | +24.6% |
| 3Y | +166.1% | +19.0% | +147.1% | +150.1% |
| 5Y | +136.5% | +57.7% | +78.8% | +101.1% |
| 10Y | +172.2% | +51.3% | +120.9% | +108.4% |
| All | +243.5% | +352.8% | -109.3% | +117.6% |
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 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