+18.2%
EWZ vs NDAQ
+122.1%
-103.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.6% |
| 7D | +1.3% | +2.9% | -1.5% | +0.9% |
| 30D | -26.2% | +17.5% | -43.6% | -28.3% |
| 3M | -8.6% | +15.4% | -24.1% | -11.1% |
| 6M | -17.0% | +24.6% | -41.6% | -20.7% |
| YTD | +2.2% | +14.4% | -12.3% | -0.6% |
| 1Y | +2.7% | +26.9% | -24.3% | -3.3% |
| 3Y | +18.2% | +119.8% | -101.6% | -11.5% |
| All | +18.2% | +122.1% | -103.9% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling