+294.7%
C vs EWZ
+86.7%
+208.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.5% |
| 7D | +2.6% | -0.1% | +2.6% | +2.6% |
| 30D | +1.9% | +8.2% | -6.3% | -2.1% |
| 3M | +2.8% | +13.3% | -10.5% | -3.5% |
| 6M | +30.6% | +3.6% | +27.0% | +27.8% |
| YTD | +19.9% | +21.0% | -1.1% | +8.4% |
| 1Y | +44.6% | +34.7% | +9.9% | +23.6% |
| 3Y | +272.1% | +48.3% | +223.8% | +199.3% |
| 5Y | +132.0% | +60.1% | +71.9% | +72.1% |
| 10Y | +294.7% | +92.6% | +202.1% | +158.2% |
| All | +294.7% | +86.7% | +208.0% | +158.2% |
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