+349.8%
EWZ vs BEN
+510.3%
-160.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | -1.9% |
| 7D | -1.5% | +6.6% | -8.1% | -5.1% |
| 30D | -24.5% | +3.8% | -28.4% | -26.3% |
| 3M | -10.7% | +0.2% | -10.9% | -11.3% |
| 6M | -19.1% | +10.4% | -29.5% | -24.2% |
| YTD | +1.6% | +46.2% | -44.5% | -19.3% |
| 1Y | +4.3% | +52.3% | -48.0% | -19.3% |
| 3Y | +19.0% | +65.9% | -47.0% | -17.2% |
| 5Y | +57.7% | +20.6% | +37.1% | +24.7% |
| 10Y | +51.3% | +64.8% | -13.5% | -12.2% |
| All | +349.8% | +510.3% | -160.4% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling