+43.6%
EWZ vs RF
+279.4%
-235.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | -1.5% | -0.9% | -0.6% | -1.1% |
| 30D | -24.5% | +6.0% | -30.6% | -26.4% |
| 3M | -10.7% | -8.9% | -1.8% | -7.5% |
| 6M | -19.1% | +2.3% | -21.4% | -20.3% |
| YTD | +1.6% | +7.6% | -5.9% | -2.1% |
| 1Y | +4.3% | +21.2% | -16.9% | -4.5% |
| 3Y | +19.0% | +108.5% | -89.6% | -16.4% |
| 5Y | +57.7% | +43.2% | +14.5% | +24.4% |
| All | +43.6% | +279.4% | -235.8% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling