+60.8%
EWZ vs BR
+271.1%
-210.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +1.3% | +5.0% | -3.7% | -0.7% |
| 30D | -26.2% | +16.6% | -42.8% | -30.7% |
| 3M | -8.6% | +12.0% | -20.6% | -13.1% |
| 6M | -17.0% | +30.7% | -47.8% | -26.8% |
| YTD | +2.2% | -11.9% | +14.1% | +6.6% |
| 1Y | +2.7% | -11.6% | +14.2% | +6.8% |
| 3Y | +18.2% | +15.0% | +3.2% | +5.0% |
| 5Y | +56.0% | +18.1% | +37.9% | +33.9% |
| 10Y | +60.8% | +278.6% | -217.8% | -24.1% |
| All | +60.8% | +271.1% | -210.3% | -24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling