+44.3%
EWZ vs BIL
+30.4%
+14.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.4% |
| 7D | +6.5% | +0.1% | +6.4% | +7.3% |
| 30D | +4.8% | +0.3% | +4.5% | +7.9% |
| 3M | +9.9% | +0.9% | +8.9% | +19.2% |
| 6M | +1.9% | +1.8% | +0.1% | +19.4% |
| YTD | +20.3% | +2.4% | +17.9% | +48.4% |
| 1Y | +35.6% | +3.7% | +31.9% | +86.3% |
| 3Y | +43.4% | +14.2% | +29.3% | +359.4% |
| 5Y | +55.9% | +19.4% | +36.5% | +650.6% |
| 10Y | +84.2% | +25.2% | +58.9% | +1,300.9% |
| All | +44.3% | +30.4% | +14.0% | +1,122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling