+60.8%
EWZ vs A
+312.5%
-251.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.9% |
| 7D | +1.3% | +1.4% | -0.1% | +0.8% |
| 30D | -26.2% | +4.3% | -30.5% | -27.6% |
| 3M | -8.6% | +19.8% | -28.4% | -15.6% |
| 6M | -17.0% | +54.4% | -71.4% | -31.9% |
| YTD | +2.2% | +31.7% | -29.5% | -10.7% |
| 1Y | +2.7% | +22.4% | -19.8% | -7.5% |
| 3Y | +18.2% | +67.7% | -49.5% | -12.6% |
| 5Y | +56.0% | +15.7% | +40.3% | +34.6% |
| 10Y | +60.8% | +308.7% | -247.9% | -36.0% |
| All | +60.8% | +312.5% | -251.7% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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