+52.1%
EWZ vs A
+12.3%
+39.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.6% |
| 7D | +0.1% | +0.7% | -0.7% | -0.1% |
| 30D | -25.9% | +0.8% | -26.7% | -26.1% |
| 3M | -6.1% | +16.9% | -23.0% | -9.4% |
| 6M | -16.1% | +53.8% | -69.9% | -24.2% |
| YTD | +1.0% | +28.1% | -27.1% | -5.2% |
| 1Y | 0.0% | +15.0% | -15.1% | -3.8% |
| 3Y | +16.8% | +63.1% | -46.3% | +0.9% |
| 5Y | +52.1% | +11.5% | +40.6% | +38.5% |
| All | +52.1% | +12.3% | +39.8% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling