+670.6%
EWZ vs BG
+1,131.5%
-460.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +6.5% | +2.8% | +3.7% | +5.2% |
| 30D | +4.8% | +12.0% | -7.2% | -0.6% |
| 3M | +9.9% | -7.7% | +17.6% | +12.9% |
| 6M | +1.9% | +4.5% | -2.5% | -1.5% |
| YTD | +20.3% | +35.7% | -15.4% | +3.1% |
| 1Y | +35.6% | +50.1% | -14.5% | +10.0% |
| 3Y | +43.4% | +12.6% | +30.8% | +29.1% |
| 5Y | +55.9% | +75.4% | -19.5% | +9.5% |
| 10Y | +84.2% | +150.5% | -66.3% | +1.2% |
| All | +670.6% | +1,131.5% | -460.9% | +248.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling