+55.0%
EWZ vs STZ
-33.3%
+88.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +6.5% | -1.9% | +8.4% | +6.9% |
| 30D | +4.8% | -1.9% | +6.7% | +5.1% |
| 3M | +9.9% | -6.2% | +16.1% | +10.9% |
| 6M | +1.9% | -14.0% | +16.0% | +4.5% |
| YTD | +20.3% | -5.1% | +25.4% | +20.7% |
| 1Y | +35.6% | -9.6% | +45.2% | +37.0% |
| 3Y | +43.4% | -47.2% | +90.7% | +60.6% |
| All | +55.0% | -33.3% | +88.3% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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