+349.8%
EWZ vs BB
-16.6%
+366.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | 0.0% |
| 7D | -1.5% | +3.8% | -5.3% | -2.1% |
| 30D | -24.5% | -0.3% | -24.2% | -24.9% |
| 3M | -10.7% | -0.5% | -10.2% | -11.6% |
| 6M | -19.1% | +45.9% | -65.0% | -26.0% |
| YTD | +1.6% | +130.6% | -129.0% | -14.5% |
| 1Y | +4.3% | +89.2% | -84.9% | -9.6% |
| 3Y | +19.0% | +137.5% | -118.5% | -5.9% |
| 5Y | +57.7% | -20.9% | +78.6% | +43.8% |
| 10Y | +51.3% | +25.4% | +25.9% | +6.0% |
| All | +349.8% | -16.6% | +366.4% | +175.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling