+67.0%
EWZ vs USFR
+28.5%
+38.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -25.5% | +0.4% | -25.9% | -26.0% |
| 3M | -4.5% | +1.1% | -5.6% | -6.3% |
| 6M | -15.3% | +2.1% | -17.3% | -18.2% |
| YTD | +3.1% | +3.4% | -0.4% | -2.8% |
| 1Y | +1.2% | +4.1% | -2.9% | -5.6% |
| 3Y | +19.3% | +14.4% | +4.9% | -6.2% |
| 5Y | +52.3% | +21.4% | +30.8% | +6.2% |
| 10Y | +67.0% | +28.5% | +38.5% | +3.3% |
| All | +67.0% | +28.5% | +38.5% | +3.3% |
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