+67.0%
EWZ vs ALL
+371.2%
-304.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +0.6% | -2.6% | +3.1% | +1.5% |
| 30D | -25.5% | +12.7% | -38.2% | -29.4% |
| 3M | -4.5% | +0.4% | -4.9% | -5.4% |
| 6M | -15.3% | +23.8% | -39.1% | -24.0% |
| YTD | +3.1% | +27.8% | -24.7% | -9.4% |
| 1Y | +1.2% | +28.9% | -27.7% | -11.4% |
| 3Y | +19.3% | +113.9% | -94.6% | -22.4% |
| 5Y | +52.3% | +157.4% | -105.1% | -16.4% |
| 10Y | +67.0% | +369.0% | -302.0% | -28.3% |
| All | +67.0% | +371.2% | -304.1% | -28.3% |
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