+32.8%
EWZ vs NTR
+39.1%
-6.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +0.9% | -1.3% | +2.2% | +1.0% |
| 30D | +12.8% | +16.8% | -4.0% | +11.6% |
| 3M | +10.8% | +20.7% | -10.0% | +9.3% |
| 6M | +2.5% | +0.5% | +2.0% | +2.2% |
| YTD | +21.4% | +29.2% | -7.8% | +16.9% |
| 1Y | +32.8% | +39.6% | -6.8% | +27.1% |
| All | +32.8% | +39.1% | -6.3% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling