+25.4%
EWZ vs NTR
+81.1%
-55.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | -24.4% | +2.0% | -26.3% | -24.9% |
| 3M | -4.6% | +6.4% | -11.0% | -7.2% |
| 6M | -11.6% | +1.6% | -13.2% | -12.7% |
| YTD | +2.4% | +18.2% | -15.8% | -7.1% |
| 1Y | +2.1% | +23.9% | -21.9% | -9.5% |
| 3Y | +18.7% | +44.7% | -25.9% | -5.4% |
| 5Y | +54.2% | +21.3% | +32.9% | +18.2% |
| All | +25.4% | +81.1% | -55.8% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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