+52.3%
EWZ vs BLK
+44.4%
+7.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | -25.5% | +13.1% | -38.6% | -28.7% |
| 3M | -4.5% | +7.3% | -11.8% | -7.1% |
| 6M | -15.3% | +14.6% | -29.9% | -19.7% |
| YTD | +3.1% | +16.5% | -13.4% | -3.4% |
| 1Y | +1.2% | +15.4% | -14.1% | -4.9% |
| 3Y | +19.3% | +97.2% | -77.9% | -9.0% |
| 5Y | +52.3% | +43.4% | +8.9% | +35.3% |
| All | +52.3% | +44.4% | +7.9% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling