+67.6%
EWZ vs SHAK
+97.7%
-30.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | +0.6% | +3.0% | -2.5% | 0.0% |
| 30D | -25.5% | +8.2% | -33.7% | -26.8% |
| 3M | -4.5% | +4.6% | -9.1% | -5.9% |
| 6M | -15.3% | +16.3% | -31.6% | -18.9% |
| YTD | +3.1% | -7.6% | +10.6% | +1.6% |
| 1Y | +1.2% | -18.7% | +20.0% | +2.3% |
| 3Y | +19.3% | +36.4% | -17.1% | +0.9% |
| 5Y | +52.3% | -10.5% | +62.8% | +35.8% |
| All | +67.6% | +97.7% | -30.1% | +14.5% |
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