+43.6%
EWZ vs ALL
+370.9%
-327.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +2.5% |
| 7D | -1.5% | -1.9% | +0.5% | -0.8% |
| 30D | -24.5% | +13.8% | -38.3% | -28.7% |
| 3M | -10.7% | -7.0% | -3.7% | -8.6% |
| 6M | -19.1% | +18.0% | -37.1% | -25.8% |
| YTD | +1.6% | +24.2% | -22.6% | -9.5% |
| 1Y | +4.3% | +31.2% | -26.9% | -9.4% |
| 3Y | +19.0% | +107.5% | -88.6% | -21.4% |
| 5Y | +57.7% | +144.8% | -87.1% | -10.7% |
| All | +43.6% | +370.9% | -327.3% | -28.8% |
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