+35.6%
EWZ vs BR
-29.1%
+64.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -1.1% |
| 7D | +6.5% | -5.3% | +11.8% | +5.8% |
| 30D | +4.8% | +6.4% | -1.6% | +5.8% |
| 3M | +9.9% | +13.6% | -3.8% | +12.2% |
| 6M | +1.9% | -6.7% | +8.7% | +0.3% |
| YTD | +20.3% | -21.1% | +41.4% | +17.0% |
| 1Y | +35.6% | -29.6% | +65.2% | +33.0% |
| All | +35.6% | -29.1% | +64.7% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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