+47.8%
EWZ vs BUD
+201.1%
-153.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +6.5% | +0.3% | +6.2% | +6.3% |
| 30D | +4.8% | -5.7% | +10.5% | +8.3% |
| 3M | +9.9% | +3.1% | +6.8% | +7.5% |
| 6M | +1.9% | +7.9% | -5.9% | -3.2% |
| YTD | +20.3% | +27.3% | -7.0% | +3.5% |
| 1Y | +35.6% | +37.8% | -2.2% | +11.0% |
| 3Y | +43.4% | +49.8% | -6.4% | +8.0% |
| 5Y | +55.9% | +43.8% | +12.1% | +15.5% |
| 10Y | +84.2% | -22.6% | +106.8% | +87.6% |
| All | +47.8% | +201.1% | -153.3% | -39.2% |
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