+8.1%
EWZ vs M
+36.6%
-28.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.6% | -6.0% | +0.7% |
| 7D | -4.1% | +8.3% | -12.3% | -5.1% |
| 30D | -25.0% | +14.2% | -39.1% | -26.1% |
| 3M | -10.6% | -1.1% | -9.5% | -10.2% |
| 6M | -16.6% | +36.6% | -53.2% | -20.3% |
| YTD | +2.5% | +19.8% | -17.3% | -1.5% |
| 1Y | +8.1% | +37.2% | -29.1% | +1.1% |
| All | +8.1% | +36.6% | -28.5% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling