+303.5%
EWY vs EWZ
+94.8%
+208.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.7% |
| 7D | -0.1% | +0.9% | -1.0% | -0.5% |
| 30D | +7.3% | +12.8% | -5.5% | +1.8% |
| 3M | -5.1% | +10.8% | -15.9% | -9.3% |
| 6M | +42.1% | +2.5% | +39.5% | +41.2% |
| YTD | +94.1% | +21.4% | +72.8% | +81.1% |
| 1Y | +147.8% | +32.8% | +115.0% | +122.4% |
| 3Y | +222.9% | +45.2% | +177.7% | +177.3% |
| 5Y | +150.6% | +63.0% | +87.6% | +99.8% |
| All | +303.5% | +94.8% | +208.7% | +178.0% |
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