+8.1%
EWZ vs DG
+45.3%
-37.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.5% | -6.9% | +0.7% |
| 7D | -4.1% | +12.3% | -16.3% | -5.3% |
| 30D | -25.0% | +19.3% | -44.3% | -26.2% |
| 3M | -10.6% | +11.9% | -22.5% | -11.8% |
| 6M | -16.6% | +25.0% | -41.6% | -18.9% |
| YTD | +2.5% | +8.7% | -6.3% | +1.0% |
| 1Y | +8.1% | +44.7% | -36.6% | -0.2% |
| All | +8.1% | +45.3% | -37.2% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling