+55.0%
EWZ vs BEN
+39.3%
+15.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.6% |
| 7D | +6.5% | +0.2% | +6.3% | +6.4% |
| 30D | +4.8% | -0.5% | +5.4% | +4.9% |
| 3M | +9.9% | +9.7% | +0.2% | +7.0% |
| 6M | +1.9% | +33.9% | -32.0% | -6.0% |
| YTD | +20.3% | +49.0% | -28.7% | +7.7% |
| 1Y | +35.6% | +42.1% | -6.5% | +22.6% |
| 3Y | +43.4% | +51.9% | -8.4% | +24.8% |
| All | +55.0% | +39.3% | +15.7% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling