+60.8%
EWZ vs BG
+95.6%
-34.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.7% |
| 7D | +1.3% | +5.0% | -3.6% | -0.6% |
| 30D | -26.2% | -3.2% | -22.9% | -25.3% |
| 3M | -8.6% | -11.2% | +2.5% | -4.7% |
| 6M | -17.0% | -19.4% | +2.4% | -10.8% |
| YTD | +2.2% | +13.6% | -11.5% | -5.0% |
| 1Y | +2.7% | +7.3% | -4.6% | -2.3% |
| 3Y | +18.2% | +3.8% | +14.4% | +10.9% |
| 5Y | +56.0% | +23.2% | +32.8% | +29.9% |
| 10Y | +60.8% | +97.9% | -37.1% | -9.6% |
| All | +60.8% | +95.6% | -34.8% | -9.6% |
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