+66.5%
EWZ vs NDAQ
+471.8%
-405.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +0.8% | +1.3% | -0.5% | +0.2% |
| 30D | -24.4% | +18.0% | -42.3% | -30.1% |
| 3M | -4.6% | +11.5% | -16.1% | -9.8% |
| 6M | -11.6% | +21.1% | -32.6% | -20.1% |
| YTD | +2.4% | +12.8% | -10.4% | -5.3% |
| 1Y | +2.1% | +25.7% | -23.6% | -10.7% |
| 3Y | +18.7% | +116.8% | -98.1% | -24.2% |
| 5Y | +54.2% | +67.3% | -13.1% | +10.7% |
| All | +66.5% | +471.8% | -405.3% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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