+91.2%
EWZ vs SHAK
+81.5%
+9.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.7% |
| 7D | +1.1% | -11.0% | +12.1% | +3.3% |
| 30D | +13.5% | -14.0% | +27.5% | +16.7% |
| 3M | +15.2% | +13.3% | +2.0% | +11.7% |
| 6M | +3.7% | -35.3% | +39.0% | +10.6% |
| YTD | +22.5% | -24.0% | +46.5% | +25.9% |
| 1Y | +35.3% | -36.7% | +72.0% | +43.6% |
| 3Y | +50.2% | -5.4% | +55.6% | +38.2% |
| 5Y | +64.6% | -24.9% | +89.5% | +51.7% |
| All | +91.2% | +81.5% | +9.8% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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