+42.6%
EWZ vs USB
+93.8%
-51.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.5% |
| 7D | -4.2% | -1.5% | -2.7% | -3.5% |
| 30D | -26.1% | +4.3% | -30.4% | -27.7% |
| 3M | -12.0% | -6.1% | -6.0% | -9.7% |
| 6M | -19.3% | +9.4% | -28.7% | -23.1% |
| YTD | +0.9% | +15.2% | -14.2% | -6.5% |
| 1Y | +3.4% | +32.8% | -29.4% | -10.6% |
| 3Y | +18.6% | +91.3% | -72.7% | -17.6% |
| 5Y | +56.6% | +22.7% | +33.9% | +32.7% |
| All | +42.6% | +93.8% | -51.2% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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