+4.3%
EWZ vs DG
+34.9%
-30.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.0% |
| 7D | -1.5% | +1.1% | -2.6% | -1.6% |
| 30D | -24.5% | +9.5% | -34.0% | -25.1% |
| 3M | -10.7% | +5.5% | -16.2% | -11.2% |
| 6M | -19.1% | +16.1% | -35.2% | -20.7% |
| YTD | +1.6% | +2.7% | -1.1% | +0.8% |
| 1Y | +4.3% | +42.1% | -37.8% | +1.1% |
| All | +4.3% | +34.9% | -30.6% | +1.1% |
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