+212.8%
EWY vs EWZ
+47.7%
+165.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -5.1% |
| 7D | +1.2% | +1.1% | +0.1% | +0.4% |
| 30D | +9.3% | +13.5% | -4.2% | 0.0% |
| 3M | +2.4% | +15.2% | -12.8% | -7.0% |
| 6M | +40.3% | +3.7% | +36.6% | +37.0% |
| YTD | +88.0% | +22.5% | +65.5% | +70.0% |
| 1Y | +143.8% | +35.3% | +108.6% | +108.3% |
| All | +212.8% | +47.7% | +165.1% | +153.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling