+920.9%
EWZ vs NDAQ
+2,327.9%
-1,406.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | 0.0% |
| 7D | +6.5% | -2.4% | +8.9% | +7.4% |
| 30D | +4.8% | +2.5% | +2.4% | +3.8% |
| 3M | +9.9% | +9.9% | 0.0% | +5.4% |
| 6M | +1.9% | +9.4% | -7.5% | -2.5% |
| YTD | +20.3% | +0.4% | +19.9% | +18.2% |
| 1Y | +35.6% | +4.0% | +31.6% | +31.1% |
| 3Y | +43.4% | +94.4% | -50.9% | +7.4% |
| 5Y | +55.9% | +56.7% | -0.8% | +24.2% |
| 10Y | +84.2% | +375.3% | -291.1% | -3.9% |
| All | +920.9% | +2,327.9% | -1,406.9% | +243.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling