+52.6%
EWZ vs USB
+100.3%
-47.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.7% |
| 7D | -4.1% | +2.4% | -6.5% | -5.2% |
| 30D | -25.0% | +6.6% | -31.5% | -27.3% |
| 3M | -10.6% | -4.1% | -6.5% | -9.1% |
| 6M | -16.6% | +12.5% | -29.1% | -21.6% |
| YTD | +2.5% | +17.6% | -15.2% | -6.0% |
| 1Y | +8.1% | +36.5% | -28.4% | -7.8% |
| 3Y | +20.4% | +95.4% | -75.0% | -17.3% |
| 5Y | +62.7% | +26.1% | +36.6% | +35.8% |
| 10Y | +52.6% | +101.3% | -48.7% | +17.1% |
| All | +52.6% | +100.3% | -47.7% | +17.1% |
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