+15.8%
EWZ vs DOW
-6.9%
+22.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | -0.4% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | -25.5% | +15.7% | -41.2% | -30.3% |
| 3M | -4.5% | +5.3% | -9.8% | -7.5% |
| 6M | -15.3% | -14.2% | -1.1% | -11.4% |
| YTD | +3.1% | +43.9% | -40.8% | -17.3% |
| 1Y | +1.2% | +53.1% | -51.8% | -21.5% |
| 3Y | +19.3% | -21.8% | +41.1% | +22.1% |
| 5Y | +52.3% | -28.3% | +80.6% | +59.4% |
| All | +15.8% | -6.9% | +22.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling