+43.6%
EWZ vs M
-4.2%
+47.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +1.5% |
| 7D | -1.5% | -4.3% | +2.8% | -0.8% |
| 30D | -24.5% | +1.3% | -25.8% | -24.8% |
| 3M | -10.7% | -7.4% | -3.3% | -9.8% |
| 6M | -19.1% | +18.3% | -37.4% | -22.0% |
| YTD | +1.6% | +7.6% | -6.0% | -0.9% |
| 1Y | +4.3% | +17.4% | -13.1% | 0.0% |
| 3Y | +19.0% | +108.4% | -89.4% | -2.0% |
| 5Y | +57.7% | -10.6% | +68.3% | +44.5% |
| All | +43.6% | -4.2% | +47.7% | -6.2% |
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