+24.8%
EWZ vs BUD
+214.6%
-189.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +1.5% |
| 7D | -1.5% | +4.5% | -5.9% | -4.1% |
| 30D | -24.5% | +12.5% | -37.0% | -29.5% |
| 3M | -10.7% | 0.0% | -10.7% | -10.9% |
| 6M | -19.1% | +3.8% | -22.9% | -21.3% |
| YTD | +1.6% | +33.1% | -31.4% | -14.9% |
| 1Y | +4.3% | +35.5% | -31.2% | -13.7% |
| 3Y | +19.0% | +49.4% | -30.4% | -10.1% |
| 5Y | +57.7% | +48.0% | +9.6% | +15.6% |
| 10Y | +51.3% | -8.6% | +59.9% | +38.5% |
| All | +24.8% | +214.6% | -189.8% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling