+66.5%
EWZ vs RF
+223.4%
-156.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.9% |
| 7D | +0.8% | +1.9% | -1.2% | 0.0% |
| 30D | -24.4% | +7.3% | -31.7% | -26.6% |
| 3M | -4.6% | -7.9% | +3.3% | -1.5% |
| 6M | -11.6% | +10.5% | -22.1% | -15.6% |
| YTD | +2.4% | +9.6% | -7.3% | -2.3% |
| 1Y | +2.1% | +20.3% | -18.2% | -6.4% |
| 3Y | +18.7% | +119.5% | -100.8% | -19.2% |
| 5Y | +54.2% | +48.2% | +6.0% | +19.0% |
| All | +66.5% | +223.4% | -156.9% | -13.7% |
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