+44.7%
EWZ vs BN
+77.7%
-32.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.5% | -2.5% | +9.0% | +7.4% |
| 30D | +4.8% | -9.5% | +14.3% | +8.7% |
| 3M | +9.9% | -10.4% | +20.3% | +14.2% |
| 6M | +1.9% | -6.4% | +8.3% | +4.0% |
| YTD | +20.3% | -11.9% | +32.2% | +24.9% |
| 1Y | +35.6% | -8.6% | +44.2% | +38.3% |
| All | +44.7% | +77.7% | -32.9% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling