+66.5%
EWZ vs DRI
+331.7%
-265.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +0.8% | +1.1% | -0.3% | +0.4% |
| 30D | -24.4% | +9.7% | -34.1% | -26.8% |
| 3M | -4.6% | +3.2% | -7.8% | -6.0% |
| 6M | -11.6% | +20.6% | -32.1% | -17.9% |
| YTD | +2.4% | +28.3% | -25.9% | -7.6% |
| 1Y | +2.1% | +34.5% | -32.5% | -9.5% |
| 3Y | +18.7% | +66.5% | -47.8% | -5.0% |
| 5Y | +54.2% | +79.6% | -25.5% | +17.3% |
| All | +66.5% | +331.7% | -265.3% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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