+43.6%
EWZ vs D
+42.6%
+1.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.3% |
| 7D | -1.5% | +3.0% | -4.5% | -2.6% |
| 30D | -24.5% | +11.5% | -36.0% | -27.8% |
| 3M | -10.7% | +3.7% | -14.4% | -12.2% |
| 6M | -19.1% | +13.5% | -32.6% | -23.5% |
| YTD | +1.6% | +20.7% | -19.1% | -6.5% |
| 1Y | +4.3% | +18.2% | -13.9% | -3.3% |
| 3Y | +19.0% | +73.3% | -54.3% | -8.5% |
| 5Y | +57.7% | +12.3% | +45.4% | +45.6% |
| All | +43.6% | +42.6% | +1.0% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling