+89.4%
EWZ vs BNY
+416.3%
-326.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +0.9% | -1.3% | +2.2% | +1.6% |
| 30D | +12.8% | -0.2% | +13.0% | +12.8% |
| 3M | +10.8% | +14.9% | -4.2% | +2.5% |
| 6M | +2.5% | +40.0% | -37.5% | -14.8% |
| YTD | +21.4% | +42.0% | -20.6% | -0.4% |
| 1Y | +32.8% | +56.9% | -24.1% | +3.1% |
| 3Y | +45.2% | +289.9% | -244.7% | -33.0% |
| 5Y | +63.0% | +259.2% | -196.2% | -24.7% |
| All | +89.4% | +416.3% | -326.9% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 10y: compounded portfolio wealth divided by compounded BNY 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…
10y analysis · Full analysis span regression · 6 months rolling