+67.6%
EWZ vs BTG
+72.2%
-4.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.8% | +2.5% |
| 7D | +5.6% | +4.8% | +0.8% | +4.7% |
| 30D | +9.3% | +8.3% | +0.9% | +7.5% |
| 3M | +15.7% | +32.3% | -16.6% | +9.0% |
| 6M | +7.4% | +3.0% | +4.5% | +5.3% |
| YTD | +22.7% | +21.9% | +0.8% | +15.9% |
| 1Y | +36.4% | +28.2% | +8.2% | +26.2% |
| 3Y | +50.4% | +99.9% | -49.5% | +22.8% |
| 5Y | +67.6% | +73.6% | -5.9% | +43.3% |
| All | +67.6% | +72.2% | -4.6% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling