+432.5%
EWZ vs BN
+9,014.2%
-8,581.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +6.5% | -2.5% | +9.0% | +8.1% |
| 30D | +4.8% | -9.5% | +14.3% | +11.6% |
| 3M | +9.9% | -10.4% | +20.3% | +17.4% |
| 6M | +1.9% | -6.4% | +8.3% | +5.4% |
| YTD | +20.3% | -11.9% | +32.2% | +28.4% |
| 1Y | +35.6% | -8.6% | +44.2% | +40.3% |
| 3Y | +43.4% | +77.6% | -34.1% | -10.8% |
| 5Y | +55.9% | +37.0% | +18.9% | +9.0% |
| 10Y | +84.2% | +266.4% | -182.2% | -37.0% |
| All | +432.5% | +9,014.2% | -8,581.7% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling