+65.5%
EWZ vs BB
+28.0%
+37.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +1.3% | +11.6% | -10.3% | -0.1% |
| 30D | -26.2% | +2.6% | -28.7% | -26.7% |
| 3M | -8.6% | +3.5% | -12.1% | -9.8% |
| 6M | -17.0% | +43.5% | -60.5% | -22.7% |
| YTD | +2.2% | +141.2% | -139.0% | -11.9% |
| 1Y | +2.7% | +97.4% | -94.7% | -9.2% |
| 3Y | +18.2% | +151.1% | -132.9% | -3.3% |
| 5Y | +56.0% | -12.8% | +68.8% | +44.2% |
| All | +65.5% | +28.0% | +37.5% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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