+208.8%
C vs EWZ
+55.9%
+152.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.9% |
| 7D | -0.4% | +1.3% | -1.7% | -0.9% |
| 30D | -5.2% | -26.2% | +21.0% | +7.6% |
| 3M | -9.1% | -8.6% | -0.4% | -7.7% |
| 6M | -1.6% | -17.0% | +15.5% | +4.6% |
| YTD | +6.9% | +2.2% | +4.8% | +2.1% |
| 1Y | +23.0% | +2.7% | +20.3% | +16.8% |
| 3Y | +216.1% | +18.2% | +198.0% | +175.8% |
| 5Y | +112.2% | +56.0% | +56.2% | +53.7% |
| 10Y | +208.8% | +60.8% | +148.0% | +121.7% |
| All | +208.8% | +55.9% | +152.9% | +121.7% |
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