+18.7%
EWZ vs DOW
-20.1%
+38.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +0.8% | +5.2% | -4.5% | +0.1% |
| 30D | -24.4% | +13.2% | -37.6% | -25.8% |
| 3M | -4.6% | +10.1% | -14.7% | -6.2% |
| 6M | -11.6% | -13.1% | +1.5% | -10.0% |
| YTD | +2.4% | +46.1% | -43.7% | -7.3% |
| 1Y | +2.1% | +50.0% | -47.9% | -8.3% |
| 3Y | +18.7% | -20.2% | +38.9% | +20.5% |
| All | +18.7% | -20.1% | +38.8% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling