+57.8%
EWZ vs NDAQ
+60.8%
-3.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | -24.5% | +16.5% | -41.0% | -27.4% |
| 3M | -10.7% | +13.5% | -24.2% | -13.7% |
| 6M | -19.1% | +20.9% | -40.0% | -23.3% |
| YTD | +1.6% | +11.4% | -9.8% | -1.9% |
| 1Y | +4.3% | +25.9% | -21.6% | -3.1% |
| 3Y | +19.0% | +119.9% | -100.9% | -8.6% |
| All | +57.8% | +60.8% | -3.0% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling