+18.2%
EWZ vs D
+74.2%
-56.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +1.3% | +2.4% | -1.1% | +0.8% |
| 30D | -26.2% | +10.9% | -37.1% | -27.7% |
| 3M | -8.6% | +2.8% | -11.5% | -9.2% |
| 6M | -17.0% | +12.7% | -29.7% | -19.3% |
| YTD | +2.2% | +20.3% | -18.2% | -2.1% |
| 1Y | +2.7% | +17.1% | -14.5% | -1.1% |
| 3Y | +18.2% | +75.1% | -57.0% | +1.0% |
| All | +18.2% | +74.2% | -56.0% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling