+91.2%
EWZ vs MKTX
+5.1%
+86.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | +13.5% | +0.8% | +12.7% | +13.3% |
| 3M | +15.2% | +41.1% | -25.9% | +7.1% |
| 6M | +3.7% | -9.5% | +13.3% | +5.0% |
| YTD | +22.5% | -8.7% | +31.2% | +23.5% |
| 1Y | +35.3% | -10.0% | +45.2% | +36.5% |
| 3Y | +50.2% | -24.6% | +74.8% | +53.1% |
| 5Y | +64.6% | -60.3% | +124.9% | +91.2% |
| All | +91.2% | +5.1% | +86.1% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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