+62.4%
EWY vs EWZ
+7.8%
+54.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.7% |
| 7D | -8.3% | -4.1% | -4.2% | -6.4% |
| 30D | -20.5% | -25.0% | +4.4% | -9.6% |
| 3M | -11.1% | -10.6% | -0.5% | -14.0% |
| 6M | -7.0% | -16.6% | +9.6% | -3.7% |
| YTD | +56.5% | +2.5% | +54.0% | +50.8% |
| 1Y | +62.4% | +8.1% | +54.3% | +45.1% |
| All | +62.4% | +7.8% | +54.6% | +45.1% |
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 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