+349.8%
EWZ vs BN
+9,273.3%
-8,923.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.3% |
| 7D | -1.5% | +5.3% | -6.8% | -5.1% |
| 30D | -24.5% | +11.9% | -36.4% | -30.2% |
| 3M | -10.7% | -5.7% | -5.0% | -8.0% |
| 6M | -19.1% | -10.6% | -8.5% | -14.1% |
| YTD | +1.6% | -9.4% | +11.0% | +5.8% |
| 1Y | +4.3% | -8.8% | +13.1% | +7.7% |
| 3Y | +19.0% | +95.6% | -76.7% | -30.8% |
| 5Y | +57.7% | +30.2% | +27.5% | +14.0% |
| 10Y | +51.3% | +277.0% | -225.7% | -49.5% |
| All | +349.8% | +9,273.3% | -8,923.5% | -60.8% |
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 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