+56.6%
EWZ vs M
-6.1%
+62.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.4% | -0.9% |
| 7D | -4.2% | -2.1% | -2.0% | -4.0% |
| 30D | -26.1% | +7.7% | -33.8% | -26.8% |
| 3M | -12.0% | -4.4% | -7.7% | -11.7% |
| 6M | -19.3% | +27.5% | -46.8% | -21.8% |
| YTD | +0.9% | +12.8% | -11.8% | -1.2% |
| 1Y | +3.4% | +20.7% | -17.3% | +0.4% |
| 3Y | +18.6% | +111.3% | -92.7% | +4.7% |
| 5Y | +56.6% | -6.3% | +62.9% | +44.8% |
| All | +56.6% | -6.1% | +62.7% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling