+50.3%
EWZ vs BUD
-8.7%
+59.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.6% | +1.3% |
| 7D | +1.4% | +1.3% | +0.1% | +0.6% |
| 30D | -25.1% | +10.0% | -35.1% | -28.8% |
| 3M | -7.7% | +1.6% | -9.3% | -8.7% |
| 6M | -15.8% | +6.5% | -22.4% | -19.1% |
| YTD | +3.6% | +34.8% | -31.2% | -12.5% |
| 1Y | +5.5% | +36.5% | -31.0% | -11.6% |
| 3Y | +22.1% | +49.0% | -26.8% | -5.2% |
| 5Y | +58.3% | +51.7% | +6.7% | +17.5% |
| 10Y | +50.3% | -7.5% | +57.8% | +26.8% |
| All | +50.3% | -8.7% | +59.0% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling