+2.7%
EWZ vs BEN
+72.3%
-69.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.7% |
| 7D | +1.3% | +12.1% | -10.8% | -1.6% |
| 30D | -26.2% | +13.4% | -39.6% | -28.5% |
| 3M | -8.6% | +9.4% | -18.0% | -10.8% |
| 6M | -17.0% | +19.3% | -36.3% | -21.1% |
| YTD | +2.2% | +57.3% | -55.1% | -10.3% |
| 1Y | +2.7% | +69.1% | -66.4% | -11.5% |
| All | +2.7% | +72.3% | -69.7% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling