+67.0%
EWZ vs A
+308.8%
-241.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -25.5% | +3.3% | -28.8% | -26.7% |
| 3M | -4.5% | +18.5% | -23.1% | -11.4% |
| 6M | -15.3% | +59.3% | -74.6% | -31.4% |
| YTD | +3.1% | +31.0% | -27.9% | -9.7% |
| 1Y | +1.2% | +19.3% | -18.1% | -7.7% |
| 3Y | +19.3% | +66.8% | -47.6% | -11.6% |
| 5Y | +52.3% | +15.5% | +36.8% | +31.4% |
| 10Y | +67.0% | +312.3% | -245.3% | -32.5% |
| All | +67.0% | +308.8% | -241.8% | -32.5% |
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