+52.3%
EWZ vs BUD
+49.9%
+2.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.7% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | -25.5% | +7.4% | -32.9% | -27.3% |
| 3M | -4.5% | +4.3% | -8.8% | -6.1% |
| 6M | -15.3% | +5.3% | -20.6% | -17.1% |
| YTD | +3.1% | +33.2% | -30.2% | -7.4% |
| 1Y | +1.2% | +31.8% | -30.5% | -8.8% |
| 3Y | +19.3% | +47.8% | -28.5% | +1.5% |
| 5Y | +52.3% | +50.2% | +2.1% | +22.4% |
| All | +52.3% | +49.9% | +2.4% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling