+64.6%
EWZ vs BLK
+29.1%
+35.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | +1.1% | -5.2% | +6.3% | +3.0% |
| 30D | +13.5% | -7.0% | +20.5% | +16.2% |
| 3M | +15.2% | +5.7% | +9.6% | +12.5% |
| 6M | +3.7% | +11.0% | -7.3% | -0.6% |
| YTD | +22.5% | +0.9% | +21.6% | +20.9% |
| 1Y | +35.3% | -1.6% | +36.9% | +34.3% |
| 3Y | +50.2% | +64.5% | -14.3% | +22.0% |
| 5Y | +64.6% | +30.9% | +33.7% | +47.3% |
| All | +64.6% | +29.1% | +35.5% | +47.3% |
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