+81.1%
EWZ vs M
-2.2%
+83.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.2% |
| 7D | +6.5% | +4.7% | +1.8% | +5.6% |
| 30D | +4.8% | -9.6% | +14.5% | +6.7% |
| 3M | +9.9% | +0.9% | +9.0% | +9.4% |
| 6M | +1.9% | +22.3% | -20.3% | -2.1% |
| YTD | +20.3% | +6.5% | +13.8% | +17.9% |
| 1Y | +35.6% | +38.8% | -3.2% | +26.5% |
| 3Y | +43.4% | +115.9% | -72.5% | +17.4% |
| 5Y | +55.9% | +28.6% | +27.3% | +31.2% |
| All | +81.1% | -2.2% | +83.3% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling