+84.1%
EWZ vs USFR
+28.1%
+56.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +1.9% |
| 7D | +5.6% | +0.1% | +5.5% | +5.5% |
| 30D | +9.3% | +0.3% | +8.9% | +8.7% |
| 3M | +15.7% | +1.0% | +14.7% | +13.8% |
| 6M | +7.4% | +1.9% | +5.5% | +4.0% |
| YTD | +22.7% | +2.7% | +20.0% | +17.3% |
| 1Y | +36.4% | +4.0% | +32.4% | +27.4% |
| 3Y | +50.4% | +14.0% | +36.4% | +19.0% |
| 5Y | +67.6% | +20.4% | +47.2% | +18.9% |
| 10Y | +84.1% | +28.1% | +56.0% | +19.2% |
| All | +84.1% | +28.1% | +56.0% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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