+42.2%
EWZ vs BND
+76.6%
-34.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +2.0% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | -25.1% | +2.0% | -27.1% | -25.5% |
| 3M | -7.7% | -0.4% | -7.3% | -7.6% |
| 6M | -15.8% | -0.9% | -14.9% | -15.6% |
| YTD | +3.6% | -0.3% | +4.0% | +3.8% |
| 1Y | +5.5% | 0.0% | +5.5% | +5.6% |
| 3Y | +22.1% | +15.1% | +7.0% | +18.8% |
| 5Y | +58.3% | -1.5% | +59.9% | +55.3% |
| 10Y | +50.3% | +17.6% | +32.7% | +54.8% |
| All | +42.2% | +76.6% | -34.4% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling