+54.2%
EWZ vs DG
-35.8%
+90.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | -24.4% | +3.2% | -27.6% | -24.6% |
| 3M | -4.6% | +10.4% | -15.0% | -5.4% |
| 6M | -11.6% | +33.2% | -44.7% | -13.7% |
| YTD | +2.4% | +3.0% | -0.6% | +1.7% |
| 1Y | +2.1% | +31.2% | -29.1% | -0.5% |
| 3Y | +18.7% | +21.8% | -3.1% | +14.9% |
| All | +54.2% | -35.8% | +90.0% | +54.3% |
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