+346.7%
EWZ vs D
+778.3%
-431.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.4% |
| 7D | -4.2% | +6.9% | -11.1% | -7.9% |
| 30D | -26.1% | +12.3% | -38.5% | -31.1% |
| 3M | -12.0% | +3.0% | -15.1% | -13.9% |
| 6M | -19.3% | +12.8% | -32.1% | -25.5% |
| YTD | +0.9% | +22.6% | -21.6% | -11.5% |
| 1Y | +3.4% | +21.7% | -18.3% | -9.2% |
| 3Y | +18.6% | +83.9% | -65.3% | -21.9% |
| 5Y | +56.6% | +14.0% | +42.6% | +34.8% |
| 10Y | +50.3% | +45.6% | +4.7% | +2.3% |
| All | +346.7% | +778.3% | -431.6% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling