+75.4%
EWZ vs BR
+1,321.0%
-1,245.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +1.3% |
| 7D | +6.5% | -5.3% | +11.8% | +9.8% |
| 30D | +4.8% | +6.4% | -1.6% | +0.8% |
| 3M | +9.9% | +13.6% | -3.8% | +0.4% |
| 6M | +1.9% | -6.7% | +8.7% | +3.7% |
| YTD | +20.3% | -21.1% | +41.4% | +34.1% |
| 1Y | +35.6% | -29.6% | +65.2% | +61.5% |
| 3Y | +43.4% | -2.4% | +45.8% | +35.2% |
| 5Y | +55.9% | +11.2% | +44.7% | +29.0% |
| 10Y | +84.2% | +191.8% | -107.6% | -26.1% |
| All | +75.4% | +1,321.0% | -1,245.6% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling