+50.3%
EWZ vs BN
+289.4%
-239.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.9% | -0.2% |
| 7D | +1.4% | +3.6% | -2.2% | -0.8% |
| 30D | -25.1% | +15.9% | -41.0% | -31.5% |
| 3M | -7.7% | -2.3% | -5.4% | -7.1% |
| 6M | -15.8% | -8.4% | -7.4% | -12.4% |
| YTD | +3.6% | -5.9% | +9.5% | +5.2% |
| 1Y | +5.5% | -5.6% | +11.1% | +6.6% |
| 3Y | +22.1% | +104.2% | -82.1% | -27.8% |
| 5Y | +58.3% | +35.5% | +22.9% | +18.2% |
| 10Y | +50.3% | +285.2% | -235.0% | -52.5% |
| All | +50.3% | +289.4% | -239.1% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling