+26.2%
EWZ vs NTR
+82.2%
-56.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | -25.5% | +5.4% | -30.9% | -27.0% |
| 3M | -4.5% | +7.3% | -11.8% | -7.4% |
| 6M | -15.3% | +2.2% | -17.5% | -16.6% |
| YTD | +3.1% | +18.9% | -15.8% | -6.7% |
| 1Y | +1.2% | +23.7% | -22.5% | -10.2% |
| 3Y | +19.3% | +47.5% | -28.3% | -5.9% |
| 5Y | +52.3% | +22.0% | +30.2% | +16.5% |
| All | +26.2% | +82.2% | -56.0% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling