+57.8%
EWZ vs BIL
+19.4%
+38.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | -0.3% | -1.2% | -1.8% |
| 30D | -24.5% | 0.0% | -24.5% | -24.2% |
| 3M | -10.7% | +0.3% | -11.0% | -9.1% |
| 6M | -19.1% | +1.2% | -20.3% | -14.5% |
| YTD | +1.6% | +2.5% | -0.8% | +11.3% |
| 1Y | +4.3% | +3.0% | +1.2% | +15.9% |
| 3Y | +19.0% | +13.2% | +5.8% | +47.8% |
| All | +57.8% | +19.4% | +38.4% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling