+55.0%
EWZ vs DG
-35.0%
+90.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | +6.5% | +8.4% | -1.9% | +5.9% |
| 30D | +4.8% | +4.9% | -0.1% | +4.5% |
| 3M | +9.9% | +29.3% | -19.4% | +7.7% |
| 6M | +1.9% | -11.3% | +13.2% | +2.4% |
| YTD | +20.3% | +1.8% | +18.6% | +19.8% |
| 1Y | +35.6% | +25.3% | +10.3% | +32.8% |
| 3Y | +43.4% | +9.1% | +34.4% | +40.2% |
| All | +55.0% | -35.0% | +90.0% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling