+432.5%
EWZ vs BLK
+5,529.4%
-5,096.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +6.5% | -3.6% | +10.1% | +8.3% |
| 30D | +4.8% | -1.0% | +5.8% | +5.2% |
| 3M | +9.9% | +10.4% | -0.5% | +4.0% |
| 6M | +1.9% | +8.2% | -6.2% | -2.8% |
| YTD | +20.3% | +6.0% | +14.3% | +15.3% |
| 1Y | +35.6% | +3.3% | +32.3% | +31.2% |
| 3Y | +43.4% | +70.3% | -26.8% | +6.0% |
| 5Y | +55.9% | +34.5% | +21.5% | +25.3% |
| 10Y | +84.2% | +281.9% | -197.8% | -13.4% |
| All | +432.5% | +5,529.4% | -5,096.9% | +10.7% |
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 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