+63.6%
DIA vs EWZ
+63.8%
-0.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.4% |
| 7D | -1.2% | -0.1% | -1.2% | -1.2% |
| 30D | -2.7% | +8.2% | -10.9% | -4.5% |
| 3M | +3.3% | +13.3% | -10.0% | +0.2% |
| 6M | +10.4% | +3.6% | +6.8% | +9.2% |
| YTD | +10.0% | +21.0% | -11.0% | +4.8% |
| 1Y | +16.2% | +34.7% | -18.5% | +7.8% |
| 3Y | +58.7% | +48.3% | +10.5% | +42.6% |
| 5Y | +63.6% | +60.1% | +3.5% | +45.8% |
| All | +63.6% | +63.8% | -0.2% | +45.8% |
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