+55.0%
EWZ vs NI
+95.1%
-40.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +6.5% | +2.0% | +4.5% | +5.8% |
| 30D | +4.8% | -3.5% | +8.4% | +6.1% |
| 3M | +9.9% | -9.1% | +19.0% | +13.3% |
| 6M | +1.9% | -11.8% | +13.8% | +6.1% |
| YTD | +20.3% | +1.1% | +19.2% | +19.4% |
| 1Y | +35.6% | +6.7% | +28.9% | +31.9% |
| 3Y | +43.4% | +71.1% | -27.6% | +14.8% |
| All | +55.0% | +95.1% | -40.1% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling