+56.6%
EWZ vs D
+14.9%
+41.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | -4.2% | +6.9% | -11.1% | -5.8% |
| 30D | -26.1% | +12.3% | -38.5% | -28.4% |
| 3M | -12.0% | +3.0% | -15.1% | -12.8% |
| 6M | -19.3% | +12.8% | -32.1% | -22.0% |
| YTD | +0.9% | +22.6% | -21.6% | -4.8% |
| 1Y | +3.4% | +21.7% | -18.3% | -2.3% |
| 3Y | +18.6% | +83.9% | -65.3% | -2.7% |
| 5Y | +56.6% | +14.0% | +42.6% | +54.0% |
| All | +56.6% | +14.9% | +41.7% | +54.0% |
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 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