+52.1%
EWZ vs BEN
+29.7%
+22.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | +0.1% | +11.3% | -11.3% | -2.8% |
| 30D | -25.9% | +15.0% | -40.9% | -28.7% |
| 3M | -6.1% | +7.8% | -14.0% | -8.2% |
| 6M | -16.1% | +15.5% | -31.6% | -19.6% |
| YTD | +1.0% | +55.4% | -54.4% | -11.1% |
| 1Y | 0.0% | +63.3% | -63.3% | -13.2% |
| 3Y | +16.8% | +83.4% | -66.6% | -4.2% |
| 5Y | +52.1% | +28.1% | +24.0% | +40.2% |
| All | +52.1% | +29.7% | +22.4% | +40.2% |
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