+55.0%
EWZ vs D
+4.5%
+50.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | +6.5% | +0.4% | +6.1% | +6.4% |
| 30D | +4.8% | -3.6% | +8.4% | +5.7% |
| 3M | +9.9% | -1.0% | +10.9% | +10.0% |
| 6M | +1.9% | +6.3% | -4.3% | +0.1% |
| YTD | +20.3% | +14.7% | +5.6% | +15.9% |
| 1Y | +35.6% | +16.9% | +18.7% | +29.9% |
| 3Y | +43.4% | +56.8% | -13.4% | +24.9% |
| All | +55.0% | +4.5% | +50.5% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling