+21.1%
EWZ vs BIL
+30.3%
-9.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.4% |
| 7D | -4.2% | -0.3% | -3.9% | -6.3% |
| 30D | -26.1% | 0.0% | -26.1% | -26.2% |
| 3M | -12.0% | +0.3% | -12.4% | -9.7% |
| 6M | -19.3% | +1.2% | -20.5% | -10.4% |
| YTD | +0.9% | +2.4% | -1.5% | +24.3% |
| 1Y | +3.4% | +3.0% | +0.4% | +33.9% |
| 3Y | +18.6% | +13.1% | +5.5% | +250.2% |
| 5Y | +56.6% | +19.4% | +37.2% | +653.5% |
| 10Y | +50.3% | +25.2% | +25.1% | +1,038.8% |
| All | +21.1% | +30.3% | -9.3% | +923.5% |
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