+131.6%
C vs EWZ
+60.6%
+71.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.5% |
| 7D | +3.2% | +5.6% | -2.4% | +1.0% |
| 30D | +1.3% | +9.3% | -8.0% | -2.2% |
| 3M | +3.1% | +15.7% | -12.6% | -2.6% |
| 6M | +29.6% | +7.4% | +22.2% | +25.8% |
| YTD | +19.0% | +22.7% | -3.7% | +9.6% |
| 1Y | +45.6% | +36.4% | +9.3% | +28.5% |
| 3Y | +269.3% | +50.4% | +218.9% | +210.5% |
| 5Y | +131.6% | +67.6% | +63.9% | +84.6% |
| All | +131.6% | +60.6% | +71.0% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling