+91.2%
EWZ vs BR
+190.5%
-99.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +1.1% | -6.0% | +7.1% | +3.7% |
| 30D | +13.5% | -0.9% | +14.3% | +13.7% |
| 3M | +15.2% | +16.4% | -1.1% | +6.9% |
| 6M | +3.7% | -8.2% | +11.9% | +6.4% |
| YTD | +22.5% | -23.2% | +45.7% | +35.7% |
| 1Y | +35.3% | -30.9% | +66.2% | +57.5% |
| 3Y | +50.2% | -5.0% | +55.2% | +45.3% |
| 5Y | +64.6% | +8.8% | +55.8% | +43.6% |
| All | +91.2% | +190.5% | -99.3% | -10.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling