+1,003.0%
BE vs EWZ
+66.0%
+937.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.0% | +7.6% | +7.3% |
| 7D | +9.0% | +0.9% | +8.2% | +8.4% |
| 30D | +16.3% | +12.8% | +3.5% | +7.2% |
| 3M | +10.8% | +10.8% | 0.0% | +3.5% |
| 6M | +73.2% | +2.5% | +70.7% | +70.9% |
| YTD | +217.4% | +21.4% | +196.0% | +183.5% |
| 1Y | +309.8% | +32.8% | +277.0% | +247.6% |
| 3Y | +1,726.2% | +45.2% | +1,681.0% | +1,370.2% |
| 5Y | +1,306.2% | +63.0% | +1,243.2% | +929.9% |
| All | +1,003.0% | +66.0% | +937.0% | +760.2% |
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