+42.6%
EWZ vs RF
+280.8%
-238.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.7% |
| 7D | -4.2% | -1.6% | -2.5% | -3.5% |
| 30D | -26.1% | +5.0% | -31.2% | -27.7% |
| 3M | -12.0% | -10.0% | -2.1% | -8.4% |
| 6M | -19.3% | +3.3% | -22.6% | -20.7% |
| YTD | +0.9% | +7.9% | -7.0% | -3.0% |
| 1Y | +3.4% | +21.2% | -17.9% | -5.3% |
| 3Y | +18.6% | +105.8% | -87.2% | -16.2% |
| 5Y | +56.6% | +43.7% | +12.9% | +23.4% |
| All | +42.6% | +280.8% | -238.2% | -11.9% |
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