+550.9%
EWZ vs BG
+928.0%
-377.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -1.5% | +2.5% | -4.0% | -2.6% |
| 30D | -24.5% | -6.1% | -18.4% | -22.6% |
| 3M | -10.7% | -8.5% | -2.2% | -7.7% |
| 6M | -19.1% | -20.4% | +1.3% | -11.7% |
| YTD | +1.6% | +13.3% | -11.7% | -6.0% |
| 1Y | +4.3% | +7.3% | -3.0% | -1.2% |
| 3Y | +19.0% | +2.6% | +16.4% | +11.2% |
| 5Y | +57.7% | +22.0% | +35.7% | +30.8% |
| 10Y | +51.3% | +91.8% | -40.4% | -6.1% |
| All | +550.9% | +928.0% | -377.1% | +217.6% |
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 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