+44.7%
EWZ vs DOW
-36.6%
+81.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.3% |
| 7D | +6.5% | -2.4% | +8.9% | +6.9% |
| 30D | +4.8% | +0.4% | +4.5% | +4.6% |
| 3M | +9.9% | -14.4% | +24.3% | +12.3% |
| 6M | +1.9% | -7.0% | +8.9% | +1.4% |
| YTD | +20.3% | +30.2% | -9.9% | +10.6% |
| 1Y | +35.6% | +29.2% | +6.4% | +24.1% |
| All | +44.7% | -36.6% | +81.3% | +59.2% |
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