+31.9%
DIS vs EWZ
+68.6%
-36.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | +1.9% | +0.8% | +1.2% | +1.7% |
| 30D | +9.2% | -24.4% | +33.5% | +17.4% |
| 3M | +13.5% | -4.6% | +18.1% | +13.5% |
| 6M | +14.3% | -11.6% | +25.8% | +16.7% |
| YTD | +5.4% | +2.4% | +3.0% | +2.3% |
| 1Y | +12.2% | +2.1% | +10.1% | +8.9% |
| 3Y | +37.2% | +18.7% | +18.5% | +25.4% |
| 5Y | -23.1% | +54.2% | -77.3% | -36.5% |
| All | +31.9% | +68.6% | -36.7% | +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 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