+218.3%
C vs EWZ
+67.2%
+151.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | -0.4% | +0.6% | -1.0% | -0.7% |
| 30D | -5.3% | -25.5% | +20.2% | +7.0% |
| 3M | -8.0% | -4.5% | -3.5% | -8.5% |
| 6M | -0.3% | -15.3% | +15.0% | +5.0% |
| YTD | +8.6% | +3.1% | +5.6% | +3.3% |
| 1Y | +25.8% | +1.2% | +24.6% | +20.4% |
| 3Y | +221.2% | +19.3% | +201.9% | +179.0% |
| 5Y | +113.6% | +52.3% | +61.3% | +56.9% |
| 10Y | +218.3% | +67.0% | +151.3% | +129.2% |
| All | +218.3% | +67.2% | +151.1% | +129.2% |
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