+57.8%
EWZ vs DOW
-30.0%
+87.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.1% |
| 7D | -1.5% | -9.5% | +8.0% | +0.5% |
| 30D | -24.5% | +13.1% | -37.6% | -26.8% |
| 3M | -10.7% | +4.8% | -15.5% | -12.2% |
| 6M | -19.1% | -16.7% | -2.4% | -16.4% |
| YTD | +1.6% | +38.9% | -37.2% | -10.4% |
| 1Y | +4.3% | +48.3% | -44.0% | -10.2% |
| 3Y | +19.0% | -24.4% | +43.3% | +26.0% |
| All | +57.8% | -30.0% | +87.8% | +73.1% |
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