+50.4%
EWZ vs SHAK
+1.3%
+49.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.3% |
| 7D | +5.6% | -0.3% | +5.9% | +5.6% |
| 30D | +9.3% | -5.2% | +14.5% | +9.8% |
| 3M | +15.7% | +27.3% | -11.6% | +12.2% |
| 6M | +7.4% | -27.9% | +35.3% | +10.3% |
| YTD | +22.7% | -17.0% | +39.7% | +23.8% |
| 1Y | +36.4% | -30.9% | +67.3% | +40.1% |
| 3Y | +50.4% | +3.4% | +47.0% | +44.1% |
| All | +50.4% | +1.3% | +49.1% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling