+64.2%
EWZ vs ALL
+376.2%
-312.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.8% | -2.7% |
| 7D | +0.1% | 0.0% | +0.1% | -0.1% |
| 30D | -25.9% | +12.8% | -38.7% | -29.7% |
| 3M | -6.1% | +4.7% | -10.8% | -8.6% |
| 6M | -16.1% | +24.9% | -41.0% | -25.0% |
| YTD | +1.0% | +30.0% | -29.0% | -11.8% |
| 1Y | 0.0% | +29.9% | -30.0% | -12.8% |
| 3Y | +16.8% | +117.5% | -100.7% | -24.6% |
| 5Y | +52.1% | +161.7% | -109.6% | -17.1% |
| All | +64.2% | +376.2% | -312.0% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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