+50.3%
EWZ vs BB
+33.0%
+17.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.5% | +1.3% |
| 7D | +1.4% | +15.0% | -13.6% | -0.5% |
| 30D | -25.1% | +3.5% | -28.6% | -25.7% |
| 3M | -7.7% | +2.7% | -10.4% | -8.8% |
| 6M | -15.8% | +44.7% | -60.6% | -21.6% |
| YTD | +3.6% | +143.3% | -139.7% | -10.7% |
| 1Y | +5.5% | +102.2% | -96.7% | -7.0% |
| 3Y | +22.1% | +156.1% | -134.0% | -0.3% |
| 5Y | +58.3% | -17.6% | +76.0% | +47.6% |
| 10Y | +50.3% | +29.0% | +21.3% | -7.9% |
| All | +50.3% | +33.0% | +17.2% | -7.9% |
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