+66.5%
EWZ vs A
+302.9%
-236.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.2% |
| 7D | +0.8% | -0.5% | +1.2% | +0.9% |
| 30D | -24.4% | 0.0% | -24.3% | -24.6% |
| 3M | -4.6% | +16.7% | -21.3% | -10.9% |
| 6M | -11.6% | +54.8% | -66.4% | -27.5% |
| YTD | +2.4% | +28.8% | -26.4% | -9.7% |
| 1Y | +2.1% | +19.3% | -17.2% | -7.0% |
| 3Y | +18.7% | +65.5% | -46.8% | -11.9% |
| 5Y | +54.2% | +12.1% | +42.1% | +35.2% |
| All | +66.5% | +302.9% | -236.4% | -32.2% |
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