+50.3%
EWZ vs ALL
+367.3%
-317.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +1.4% | -3.9% | +5.3% | +2.9% |
| 30D | -25.1% | +10.6% | -35.7% | -28.4% |
| 3M | -7.7% | -4.6% | -3.2% | -6.6% |
| 6M | -15.8% | +20.2% | -36.0% | -23.5% |
| YTD | +3.6% | +23.7% | -20.1% | -7.6% |
| 1Y | +5.5% | +27.9% | -22.4% | -7.4% |
| 3Y | +22.1% | +109.2% | -87.0% | -19.7% |
| 5Y | +58.3% | +148.0% | -89.6% | -11.2% |
| 10Y | +50.3% | +363.8% | -313.5% | -26.8% |
| All | +50.3% | +367.3% | -317.1% | -26.8% |
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