+16.0%
DIA vs EWZ
+35.8%
-19.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -3.0% | +1.1% | -4.1% | -3.3% |
| 30D | -3.0% | +13.5% | -16.5% | -6.0% |
| 3M | +4.5% | +15.2% | -10.7% | +0.7% |
| 6M | +9.8% | +3.7% | +6.1% | +8.3% |
| YTD | +9.3% | +22.5% | -13.2% | +4.0% |
| 1Y | +16.0% | +35.3% | -19.3% | +5.9% |
| All | +16.0% | +35.8% | -19.8% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling