+43.6%
EWZ vs BIL
+25.6%
+18.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | -0.3% | -1.2% | -1.9% |
| 30D | -24.5% | 0.0% | -24.5% | -24.4% |
| 3M | -10.7% | +0.6% | -11.3% | -9.2% |
| 6M | -19.1% | +1.5% | -20.6% | -15.9% |
| YTD | +1.6% | +2.8% | -1.1% | +8.1% |
| 1Y | +4.3% | +3.3% | +0.9% | +12.0% |
| 3Y | +19.0% | +13.5% | +5.5% | +45.3% |
| 5Y | +57.7% | +19.8% | +37.9% | +95.8% |
| All | +43.6% | +25.6% | +18.0% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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