+52.1%
EWZ vs BB
-14.0%
+66.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +0.9% | -1.7% |
| 7D | +0.1% | +9.0% | -8.9% | -0.8% |
| 30D | -25.9% | +7.7% | -33.5% | -26.7% |
| 3M | -6.1% | +4.0% | -10.1% | -7.1% |
| 6M | -16.1% | +46.6% | -62.7% | -21.0% |
| YTD | +1.0% | +140.6% | -139.6% | -10.8% |
| 1Y | 0.0% | +103.1% | -103.2% | -10.1% |
| 3Y | +16.8% | +150.5% | -133.7% | -1.4% |
| 5Y | +52.1% | -15.4% | +67.5% | +59.6% |
| All | +52.1% | -14.0% | +66.1% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling