-47.8%
C vs EWZ
+436.1%
-483.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | +3.6% | +6.5% | -2.9% | +0.1% |
| 30D | +0.1% | +4.8% | -4.8% | -2.7% |
| 3M | +2.4% | +9.9% | -7.5% | -3.0% |
| 6M | +24.9% | +1.9% | +23.0% | +22.9% |
| YTD | +19.8% | +20.3% | -0.5% | +7.2% |
| 1Y | +44.9% | +35.6% | +9.2% | +20.9% |
| 3Y | +263.0% | +43.4% | +219.5% | +188.7% |
| 5Y | +129.5% | +55.9% | +73.6% | +65.5% |
| 10Y | +291.6% | +84.2% | +207.5% | +128.8% |
| All | -47.8% | +436.1% | -483.9% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling