-19.1%
EWZ vs BR
+27.1%
-46.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.7% |
| 7D | -1.5% | +6.5% | -8.0% | -1.5% |
| 30D | -24.5% | +18.9% | -43.4% | -24.1% |
| 3M | -10.7% | +16.3% | -27.0% | -10.3% |
| 6M | -19.1% | +26.2% | -45.3% | -17.7% |
| All | -19.1% | +27.1% | -46.2% | -17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling