+57.8%
EWZ vs S
-67.4%
+125.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -1.5% | -13.4% | +12.0% | -0.5% |
| 30D | -24.5% | -14.0% | -10.5% | -23.9% |
| 3M | -10.7% | +4.9% | -15.6% | -11.5% |
| 6M | -19.1% | +42.0% | -61.1% | -22.1% |
| YTD | +1.6% | +45.1% | -43.5% | -2.7% |
| 1Y | +4.3% | +33.1% | -28.8% | +0.6% |
| 3Y | +19.0% | +40.6% | -21.7% | +12.7% |
| All | +57.8% | -67.4% | +125.2% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling