+67.0%
EWZ vs BTG
+160.5%
-93.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.4% | +1.3% |
| 7D | +0.6% | +1.4% | -0.8% | +0.3% |
| 30D | -25.5% | -1.1% | -24.3% | -25.6% |
| 3M | -4.5% | +2.5% | -7.1% | -5.4% |
| 6M | -15.3% | -3.1% | -12.2% | -15.9% |
| YTD | +3.1% | +16.3% | -13.2% | -1.6% |
| 1Y | +1.2% | +27.6% | -26.4% | -5.0% |
| 3Y | +19.3% | +89.5% | -70.3% | +2.0% |
| 5Y | +52.3% | +33.6% | +18.7% | +35.0% |
| 10Y | +67.0% | +178.2% | -111.2% | +26.5% |
| All | +67.0% | +160.5% | -93.5% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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