+18.8%
EWZ vs S
-48.9%
+67.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.0% | -6.1% | +1.4% |
| 7D | +1.4% | +1.6% | -0.2% | +1.3% |
| 30D | -25.1% | -10.5% | -14.6% | -24.7% |
| 3M | -7.7% | +9.9% | -17.6% | -8.8% |
| 6M | -15.8% | +41.8% | -57.6% | -18.7% |
| YTD | +3.6% | +56.8% | -53.2% | -1.1% |
| 1Y | +5.5% | +39.0% | -33.5% | +1.6% |
| 3Y | +22.1% | +53.8% | -31.7% | +15.3% |
| 5Y | +58.3% | -68.6% | +126.9% | +60.9% |
| All | +18.8% | -48.9% | +67.7% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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