+44.7%
EWZ vs M
+117.7%
-73.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.0% |
| 7D | +6.5% | +4.7% | +1.8% | +6.0% |
| 30D | +4.8% | -9.6% | +14.5% | +6.0% |
| 3M | +9.9% | +0.9% | +9.0% | +9.6% |
| 6M | +1.9% | +22.3% | -20.3% | -0.5% |
| YTD | +20.3% | +6.5% | +13.8% | +18.7% |
| 1Y | +35.6% | +38.8% | -3.2% | +30.1% |
| All | +44.7% | +117.7% | -73.0% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling