-5.3%
EWZ vs BTG
+392.0%
-397.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +6.5% | -0.9% | +7.4% | +6.6% |
| 30D | +4.8% | +36.8% | -32.0% | +0.2% |
| 3M | +9.9% | +23.1% | -13.2% | +6.2% |
| 6M | +1.9% | +3.5% | -1.5% | +0.4% |
| YTD | +20.3% | +25.5% | -5.2% | +15.0% |
| 1Y | +35.6% | +40.1% | -4.5% | +27.1% |
| 3Y | +43.4% | +101.1% | -57.7% | +25.8% |
| 5Y | +55.9% | +70.6% | -14.6% | +37.9% |
| 10Y | +84.2% | +152.1% | -68.0% | +46.3% |
| All | -5.3% | +392.0% | -397.3% | -48.7% |
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