+43.6%
EWZ vs XRT
+149.4%
-105.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.5% |
| 7D | -1.5% | +0.9% | -2.4% | -2.0% |
| 30D | -24.5% | +7.9% | -32.5% | -27.6% |
| 3M | -10.7% | -0.2% | -10.5% | -11.0% |
| 6M | -19.1% | +5.6% | -24.7% | -21.8% |
| YTD | +1.6% | +5.7% | -4.1% | -1.9% |
| 1Y | +4.3% | +14.6% | -10.3% | -3.6% |
| 3Y | +19.0% | +50.7% | -31.7% | -6.8% |
| 5Y | +57.7% | -4.8% | +62.5% | +55.2% |
| All | +43.6% | +149.4% | -105.8% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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