-20.5%
EWZ vs BTG
+336.6%
-357.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.5% |
| 7D | +0.1% | -5.9% | +5.9% | +0.8% |
| 30D | -25.9% | -5.0% | -20.9% | -25.6% |
| 3M | -6.1% | -4.5% | -1.7% | -6.0% |
| 6M | -16.1% | -7.0% | -9.1% | -16.2% |
| YTD | +1.0% | +11.4% | -10.4% | -2.3% |
| 1Y | 0.0% | +20.1% | -20.2% | -4.4% |
| 3Y | +16.8% | +81.5% | -64.6% | +3.6% |
| 5Y | +52.1% | +32.1% | +19.9% | +38.5% |
| 10Y | +63.6% | +166.4% | -102.8% | +29.5% |
| All | -20.5% | +336.6% | -357.1% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling