-10.7%
EWZ vs DG
+612.5%
-623.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.3% |
| 7D | -1.5% | +1.1% | -2.6% | -1.8% |
| 30D | -24.5% | +9.5% | -34.0% | -25.8% |
| 3M | -10.7% | +5.5% | -16.2% | -11.8% |
| 6M | -19.1% | +16.1% | -35.2% | -21.8% |
| YTD | +1.6% | +2.7% | -1.1% | +0.2% |
| 1Y | +4.3% | +42.1% | -37.8% | -3.9% |
| 3Y | +19.0% | +19.3% | -0.3% | +9.3% |
| 5Y | +57.7% | -35.3% | +93.0% | +63.1% |
| 10Y | +51.3% | +123.9% | -72.6% | +13.0% |
| All | -10.7% | +612.5% | -623.2% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling