+60.8%
EWZ vs ALL
+372.0%
-311.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.6% |
| 7D | +1.3% | -0.1% | +1.5% | +1.3% |
| 30D | -26.2% | +13.8% | -40.0% | -30.3% |
| 3M | -8.6% | -2.8% | -5.9% | -8.2% |
| 6M | -17.0% | +23.7% | -40.7% | -25.5% |
| YTD | +2.2% | +27.3% | -25.1% | -10.0% |
| 1Y | +2.7% | +30.5% | -27.9% | -10.7% |
| 3Y | +18.2% | +113.0% | -94.8% | -23.0% |
| 5Y | +56.0% | +157.6% | -101.6% | -14.4% |
| 10Y | +60.8% | +368.4% | -307.6% | -30.9% |
| All | +60.8% | +372.0% | -311.2% | -30.9% |
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