+54.2%
EWZ vs BN
+31.1%
+23.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.0% |
| 7D | +0.8% | -1.0% | +1.7% | +1.1% |
| 30D | -24.4% | +14.0% | -38.3% | -28.2% |
| 3M | -4.6% | -9.0% | +4.4% | -1.5% |
| 6M | -11.6% | -8.8% | -2.7% | -8.9% |
| YTD | +2.4% | -10.3% | +12.6% | +5.5% |
| 1Y | +2.1% | -5.8% | +7.9% | +3.2% |
| 3Y | +18.7% | +94.8% | -76.1% | -12.3% |
| All | +54.2% | +31.1% | +23.1% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling