+353.2%
EWZ vs BLK
+6,065.6%
-5,712.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.1% |
| 7D | +0.8% | +3.7% | -3.0% | -1.0% |
| 30D | -24.4% | +13.9% | -38.3% | -29.3% |
| 3M | -4.6% | +3.9% | -8.5% | -7.0% |
| 6M | -11.6% | +13.0% | -24.5% | -17.7% |
| YTD | +2.4% | +16.1% | -13.7% | -6.6% |
| 1Y | +2.1% | +16.8% | -14.7% | -7.3% |
| 3Y | +18.7% | +97.7% | -79.0% | -18.9% |
| 5Y | +54.2% | +42.1% | +12.1% | +20.2% |
| 10Y | +65.9% | +321.3% | -255.4% | -25.9% |
| All | +353.2% | +6,065.6% | -5,712.4% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling