+50.3%
EWZ vs BEN
+70.4%
-20.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.3% | -4.4% | -0.6% |
| 7D | +1.4% | +12.2% | -10.8% | -3.4% |
| 30D | -25.1% | +12.1% | -37.2% | -28.7% |
| 3M | -7.7% | +7.3% | -15.0% | -10.7% |
| 6M | -15.8% | +17.9% | -33.7% | -21.9% |
| YTD | +3.6% | +55.4% | -51.8% | -14.8% |
| 1Y | +5.5% | +69.3% | -63.8% | -16.4% |
| 3Y | +22.1% | +82.8% | -60.7% | -10.2% |
| 5Y | +58.3% | +28.8% | +29.6% | +32.7% |
| 10Y | +50.3% | +53.9% | -3.6% | -5.5% |
| All | +50.3% | +70.4% | -20.2% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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