+50.3%
EWZ vs USFR
+28.5%
+21.8%
-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% | +2.0% | +2.0% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -25.1% | +0.4% | -25.5% | -25.6% |
| 3M | -7.7% | +1.1% | -8.8% | -9.4% |
| 6M | -15.8% | +2.0% | -17.9% | -18.7% |
| YTD | +3.6% | +3.4% | +0.2% | -2.3% |
| 1Y | +5.5% | +4.1% | +1.4% | -1.7% |
| 3Y | +22.1% | +14.3% | +7.8% | -4.0% |
| 5Y | +58.3% | +21.3% | +37.1% | +10.4% |
| 10Y | +50.3% | +28.5% | +21.8% | -7.9% |
| All | +50.3% | +28.5% | +21.8% | -7.9% |
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