-4.5%
DASH vs EWZ
+35.7%
-40.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.1% |
| 7D | -4.8% | +1.4% | -6.2% | -5.3% |
| 30D | -7.9% | -25.1% | +17.2% | +3.5% |
| 3M | -16.3% | -7.7% | -8.6% | -15.0% |
| 6M | +10.4% | -15.8% | +26.2% | +16.9% |
| YTD | -20.1% | +3.6% | -23.7% | -24.1% |
| 1Y | -11.4% | +5.5% | -16.9% | -16.9% |
| 3Y | +114.1% | +22.1% | +92.0% | +83.1% |
| 5Y | -5.8% | +58.3% | -64.1% | -29.6% |
| All | -4.5% | +35.7% | -40.2% | -26.1% |
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