+66.5%
EWZ vs BG
+111.0%
-44.5%
-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 | +0.8% | +2.6% | -1.8% | -0.2% |
| 30D | -24.4% | -6.7% | -17.7% | -22.3% |
| 3M | -4.6% | -9.3% | +4.7% | -1.4% |
| 6M | -11.6% | -18.3% | +6.8% | -5.4% |
| YTD | +2.4% | +16.2% | -13.8% | -5.6% |
| 1Y | +2.1% | +7.6% | -5.5% | -3.0% |
| 3Y | +18.7% | +6.6% | +12.1% | +10.2% |
| 5Y | +54.2% | +22.2% | +32.0% | +29.2% |
| All | +66.5% | +111.0% | -44.5% | -4.6% |
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