+67.0%
EWZ vs Z
-14.8%
+81.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.6% |
| 7D | +0.6% | -13.1% | +13.7% | +2.8% |
| 30D | -25.5% | +5.9% | -31.3% | -26.5% |
| 3M | -4.5% | -13.7% | +9.1% | -3.0% |
| 6M | -15.3% | -27.1% | +11.8% | -11.8% |
| YTD | +3.1% | -56.8% | +59.9% | +16.3% |
| 1Y | +1.2% | -60.2% | +61.4% | +15.7% |
| 3Y | +19.3% | -19.7% | +39.0% | +15.8% |
| 5Y | +52.3% | -53.7% | +106.0% | +56.2% |
| 10Y | +67.0% | -16.9% | +83.9% | +23.4% |
| All | +67.0% | -14.8% | +81.8% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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