+352.2%
EWZ vs NI
+1,626.9%
-1,274.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | +1.3% | +1.5% | -0.2% | +0.4% |
| 30D | -26.2% | +11.9% | -38.0% | -31.1% |
| 3M | -8.6% | +9.1% | -17.8% | -13.6% |
| 6M | -17.0% | -1.8% | -15.3% | -16.8% |
| YTD | +2.2% | +11.4% | -9.2% | -5.2% |
| 1Y | +2.7% | +6.4% | -3.7% | -2.2% |
| 3Y | +18.2% | +98.2% | -80.0% | -24.9% |
| 5Y | +56.0% | +110.1% | -54.0% | -7.1% |
| 10Y | +60.8% | +189.0% | -128.2% | -26.1% |
| All | +352.2% | +1,626.9% | -1,274.6% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling