+43.6%
EWZ vs CAPR
-68.5%
+112.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | +0.6% |
| 7D | -1.5% | +41.1% | -42.5% | -2.0% |
| 30D | -24.5% | +11.1% | -35.6% | -24.7% |
| 3M | -10.7% | +115.3% | -126.0% | -12.2% |
| 6M | -19.1% | -73.8% | +54.7% | -18.4% |
| YTD | +1.6% | -68.8% | +70.4% | +2.1% |
| 1Y | +4.3% | +43.3% | -39.0% | -1.7% |
| 3Y | +19.0% | +214.7% | -195.7% | +6.1% |
| 5Y | +57.7% | +141.3% | -83.6% | +39.1% |
| All | +43.6% | -68.5% | +112.1% | +14.4% |
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