+349.8%
EWZ vs NI
+1,583.4%
-1,233.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +1.1% |
| 7D | -1.5% | -0.9% | -0.5% | -0.9% |
| 30D | -24.5% | +9.6% | -34.2% | -28.7% |
| 3M | -10.7% | +2.5% | -13.2% | -12.3% |
| 6M | -19.1% | -5.8% | -13.3% | -16.8% |
| YTD | +1.6% | +8.6% | -6.9% | -4.3% |
| 1Y | +4.3% | +6.0% | -1.7% | -0.4% |
| 3Y | +19.0% | +91.0% | -72.1% | -22.7% |
| 5Y | +57.7% | +104.8% | -47.1% | -4.7% |
| 10Y | +51.3% | +176.7% | -125.4% | -28.4% |
| All | +349.8% | +1,583.4% | -1,233.6% | -38.0% |
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