+47.3%
EWZ vs NTR
+100.5%
-53.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | +6.5% | +8.1% | -1.6% | +3.2% |
| 30D | +4.8% | +18.8% | -13.9% | -2.4% |
| 3M | +9.9% | +16.2% | -6.3% | +2.8% |
| 6M | +1.9% | +9.8% | -7.8% | -3.6% |
| YTD | +20.3% | +30.9% | -10.6% | +4.8% |
| 1Y | +35.6% | +41.8% | -6.1% | +13.2% |
| 3Y | +43.4% | +35.8% | +7.7% | +18.6% |
| 5Y | +55.9% | +51.0% | +4.9% | +6.0% |
| All | +47.3% | +100.5% | -53.2% | -26.8% |
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