+19.0%
EWZ vs BTI
+143.0%
-124.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +1.2% |
| 7D | -1.5% | -1.0% | -0.5% | -1.3% |
| 30D | -24.5% | +13.0% | -37.5% | -26.2% |
| 3M | -10.7% | +5.3% | -16.0% | -11.6% |
| 6M | -19.1% | +5.3% | -24.4% | -20.2% |
| YTD | +1.6% | +12.4% | -10.8% | -1.2% |
| 1Y | +4.3% | +18.9% | -14.7% | +0.4% |
| 3Y | +19.0% | +144.0% | -125.1% | -2.0% |
| All | +19.0% | +143.0% | -124.1% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 3y: compounded portfolio wealth divided by compounded BTI 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…
3y analysis · Full analysis span regression · 6 months rolling