+55.0%
EWZ vs DOW
-37.6%
+92.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | 0.0% |
| 7D | +6.5% | -2.4% | +8.9% | +7.1% |
| 30D | +4.8% | +0.4% | +4.5% | +4.6% |
| 3M | +9.9% | -14.4% | +24.3% | +13.4% |
| 6M | +1.9% | -7.0% | +8.9% | +1.4% |
| YTD | +20.3% | +30.2% | -9.9% | +7.9% |
| 1Y | +35.6% | +29.2% | +6.4% | +20.8% |
| 3Y | +43.4% | -36.7% | +80.1% | +62.2% |
| All | +55.0% | -37.6% | +92.5% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling