+8.1%
EWZ vs NI
+9.5%
-1.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | -4.1% | +3.9% | -8.0% | -4.9% |
| 30D | -25.0% | +15.3% | -40.3% | -27.7% |
| 3M | -10.6% | +2.4% | -13.0% | -11.0% |
| 6M | -16.6% | -4.5% | -12.1% | -15.2% |
| YTD | +2.5% | +11.4% | -8.9% | -0.9% |
| 1Y | +8.1% | +8.5% | -0.4% | +5.6% |
| All | +8.1% | +9.5% | -1.4% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling