+64.6%
EWZ vs NYT
+39.3%
+25.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.1% | -0.7% | +1.9% | +1.2% |
| 30D | +13.5% | +4.5% | +9.0% | +12.7% |
| 3M | +15.2% | -8.5% | +23.8% | +16.4% |
| 6M | +3.7% | -15.1% | +18.8% | +5.9% |
| YTD | +22.5% | -3.3% | +25.8% | +22.1% |
| 1Y | +35.3% | +17.0% | +18.3% | +30.1% |
| 3Y | +50.2% | +55.7% | -5.5% | +35.1% |
| 5Y | +64.6% | +38.9% | +25.7% | +33.1% |
| All | +64.6% | +39.3% | +25.3% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 5y: compounded portfolio wealth divided by compounded NYT 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…
5y analysis · Full analysis span regression · 6 months rolling