+8.1%
EWZ vs BTSG
+111.7%
-103.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -4.1% | +17.4% | -21.5% | -6.2% |
| 30D | -25.0% | +12.6% | -37.5% | -26.2% |
| 3M | -10.6% | +11.2% | -21.8% | -12.1% |
| 6M | -16.6% | +30.4% | -47.0% | -21.2% |
| YTD | +2.5% | +86.4% | -83.9% | -9.5% |
| 1Y | +8.1% | +117.9% | -109.8% | -6.2% |
| All | +8.1% | +111.7% | -103.6% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling