+64.2%
EWZ vs CAPR
-63.2%
+127.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.7% | +6.7% | -1.9% |
| 7D | +0.1% | +19.1% | -19.0% | -0.3% |
| 30D | -25.9% | +48.8% | -74.7% | -26.4% |
| 3M | -6.1% | +144.4% | -150.5% | -7.9% |
| 6M | -16.1% | -67.5% | +51.4% | -15.7% |
| YTD | +1.0% | -64.5% | +65.5% | +1.2% |
| 1Y | 0.0% | +74.4% | -74.5% | -6.2% |
| 3Y | +16.8% | +265.7% | -248.9% | +3.9% |
| 5Y | +52.1% | +196.0% | -143.9% | +33.6% |
| All | +64.2% | -63.2% | +127.4% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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