+22.3%
DIS vs EWZ
+86.7%
-64.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -3.5% | -0.1% | -3.5% | -3.5% |
| 30D | +1.0% | +8.2% | -7.2% | -1.4% |
| 3M | +5.7% | +13.3% | -7.6% | +1.6% |
| 6M | +3.3% | +3.6% | -0.3% | +1.7% |
| YTD | -7.7% | +21.0% | -28.7% | -13.5% |
| 1Y | -10.0% | +34.7% | -44.6% | -18.5% |
| 3Y | +31.7% | +48.3% | -16.6% | +14.2% |
| 5Y | -42.2% | +60.1% | -102.3% | -52.0% |
| 10Y | +22.3% | +92.6% | -70.2% | -6.8% |
| All | +22.3% | +86.7% | -64.3% | -6.8% |
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 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