+67.6%
EWZ vs BR
+9.8%
+57.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.4% | +2.4% |
| 7D | +5.6% | -5.9% | +11.5% | +6.8% |
| 30D | +9.3% | +1.9% | +7.4% | +8.8% |
| 3M | +15.7% | +14.7% | +1.0% | +12.2% |
| 6M | +7.4% | -12.8% | +20.2% | +10.7% |
| YTD | +22.7% | -23.0% | +45.7% | +30.7% |
| 1Y | +36.4% | -31.7% | +68.1% | +50.4% |
| 3Y | +50.4% | -4.8% | +55.2% | +48.4% |
| 5Y | +67.6% | +7.8% | +59.8% | +52.2% |
| All | +67.6% | +9.8% | +57.8% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling