+92.6%
EWZ vs BG
+160.3%
-67.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.1% | +0.5% | -0.6% | -0.3% |
| 30D | +8.2% | +10.3% | -2.1% | +3.9% |
| 3M | +13.3% | -1.9% | +15.2% | +13.4% |
| 6M | +3.6% | +5.2% | -1.7% | +0.2% |
| YTD | +21.0% | +41.2% | -20.2% | +3.8% |
| 1Y | +34.7% | +50.5% | -15.9% | +11.7% |
| 3Y | +48.3% | +19.9% | +28.4% | +32.3% |
| 5Y | +60.1% | +86.7% | -26.6% | +11.5% |
| 10Y | +92.6% | +167.5% | -74.9% | +0.1% |
| All | +92.6% | +160.3% | -67.8% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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