+67.0%
EWZ vs M
-5.1%
+72.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | +0.6% | -3.3% | +3.9% | +1.1% |
| 30D | -25.5% | +8.1% | -33.6% | -26.6% |
| 3M | -4.5% | +2.2% | -6.7% | -5.3% |
| 6M | -15.3% | +35.1% | -50.4% | -20.3% |
| YTD | +3.1% | +15.8% | -12.7% | -0.8% |
| 1Y | +1.2% | +25.8% | -24.6% | -4.2% |
| 3Y | +19.3% | +156.2% | -137.0% | -5.7% |
| 5Y | +52.3% | -2.4% | +54.6% | +37.1% |
| 10Y | +67.0% | -7.1% | +74.1% | +7.3% |
| All | +67.0% | -5.1% | +72.1% | +7.3% |
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