+66.5%
EWZ vs NI
+197.8%
-131.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.1% |
| 7D | +0.8% | +4.3% | -3.6% | -1.2% |
| 30D | -24.4% | +12.4% | -36.7% | -28.5% |
| 3M | -4.6% | +10.2% | -14.8% | -9.1% |
| 6M | -11.6% | -0.8% | -10.8% | -11.7% |
| YTD | +2.4% | +13.2% | -10.9% | -4.3% |
| 1Y | +2.1% | +10.1% | -8.0% | -3.3% |
| 3Y | +18.7% | +103.1% | -84.4% | -19.1% |
| 5Y | +54.2% | +115.5% | -61.4% | -0.4% |
| All | +66.5% | +197.8% | -131.4% | +0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling