+8.1%
EWZ vs BND
-0.5%
+8.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.0% |
| 7D | -4.1% | +0.4% | -4.5% | -4.7% |
| 30D | -25.0% | +2.3% | -27.3% | -28.0% |
| 3M | -10.6% | -1.0% | -9.7% | -8.2% |
| 6M | -16.6% | -0.9% | -15.8% | -14.5% |
| YTD | +2.5% | -0.9% | +3.3% | +4.8% |
| 1Y | +8.1% | -0.5% | +8.6% | +10.5% |
| All | +8.1% | -0.5% | +8.5% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 1y: compounded portfolio wealth divided by compounded BND 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…
1y analysis · Full analysis span regression · 6 months rolling