+8.1%
EWZ vs NTRS
+43.5%
-35.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.9% |
| 7D | -4.1% | +3.6% | -7.6% | -4.9% |
| 30D | -25.0% | +4.3% | -29.3% | -25.7% |
| 3M | -10.6% | -1.9% | -8.7% | -10.2% |
| 6M | -16.6% | +11.4% | -28.0% | -19.8% |
| YTD | +2.5% | +32.3% | -29.8% | -7.7% |
| 1Y | +8.1% | +42.5% | -34.5% | -4.6% |
| All | +8.1% | +43.5% | -35.4% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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