+668.0%
BE vs EWZ
+40.1%
+627.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -5.8% |
| 7D | +10.8% | +0.8% | +10.1% | +10.5% |
| 30D | -19.8% | -24.4% | +4.6% | -7.0% |
| 3M | -18.7% | -4.6% | -14.1% | -19.9% |
| 6M | -33.7% | -11.6% | -22.2% | -30.9% |
| YTD | +121.0% | +2.4% | +118.6% | +111.2% |
| 1Y | +85.4% | +2.1% | +83.3% | +78.0% |
| 3Y | +1,709.5% | +18.7% | +1,690.8% | +1,485.4% |
| 5Y | +462.2% | +54.2% | +408.0% | +311.6% |
| All | +668.0% | +40.1% | +627.9% | +540.8% |
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