+22.1%
EWZ vs D
+71.1%
-49.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +1.4% | +0.8% | +0.6% | +1.2% |
| 30D | -25.1% | +10.7% | -35.8% | -26.7% |
| 3M | -7.7% | +2.3% | -10.0% | -8.2% |
| 6M | -15.8% | +12.5% | -28.3% | -18.1% |
| YTD | +3.6% | +20.1% | -16.5% | -0.7% |
| 1Y | +5.5% | +15.6% | -10.1% | +1.9% |
| 3Y | +22.1% | +75.2% | -53.1% | +4.4% |
| All | +22.1% | +71.1% | -49.0% | +4.4% |
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 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