+81.1%
EWZ vs D
+35.0%
+46.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +6.5% | +1.5% | +5.0% | +5.9% |
| 30D | +4.8% | -2.6% | +7.4% | +5.9% |
| 3M | +9.9% | 0.0% | +9.9% | +9.7% |
| 6M | +1.9% | +7.4% | -5.4% | -1.4% |
| YTD | +20.3% | +15.9% | +4.4% | +12.6% |
| 1Y | +35.6% | +18.1% | +17.5% | +25.7% |
| 3Y | +43.4% | +58.4% | -14.9% | +14.1% |
| 5Y | +55.9% | +5.2% | +50.7% | +47.8% |
| All | +81.1% | +35.0% | +46.1% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling