+48.9%
EWZ vs BR
+1,486.0%
-1,437.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | +1.3% | +5.0% | -3.7% | -1.6% |
| 30D | -26.2% | +16.6% | -42.8% | -32.7% |
| 3M | -8.6% | +12.0% | -20.6% | -15.1% |
| 6M | -17.0% | +30.7% | -47.8% | -30.7% |
| YTD | +2.2% | -11.9% | +14.1% | +6.2% |
| 1Y | +2.7% | -11.6% | +14.2% | +6.3% |
| 3Y | +18.2% | +15.0% | +3.2% | +0.5% |
| 5Y | +56.0% | +18.1% | +37.9% | +25.4% |
| 10Y | +60.8% | +278.6% | -217.8% | -46.0% |
| All | +48.9% | +1,486.0% | -1,437.1% | -83.9% |
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