+46.8%
EWZ vs BLK
+68.4%
-21.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.6% |
| 7D | +5.6% | -2.4% | +8.0% | +6.4% |
| 30D | +9.3% | -3.1% | +12.4% | +10.3% |
| 3M | +15.7% | +10.7% | +5.0% | +10.9% |
| 6M | +7.4% | +15.9% | -8.4% | +1.2% |
| YTD | +22.7% | +4.0% | +18.7% | +19.4% |
| 1Y | +36.4% | +1.3% | +35.1% | +33.7% |
| All | +46.8% | +68.4% | -21.6% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 3y: compounded portfolio wealth divided by compounded BLK 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…
3y analysis · Full analysis span regression · 6 months rolling