+66.5%
EWZ vs Z
-16.5%
+83.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +0.8% |
| 7D | +0.8% | +0.8% | -0.1% | +0.6% |
| 30D | -24.4% | +5.2% | -29.6% | -25.3% |
| 3M | -4.6% | -17.0% | +12.4% | -2.3% |
| 6M | -11.6% | -22.7% | +11.1% | -8.9% |
| YTD | +2.4% | -56.3% | +58.7% | +15.3% |
| 1Y | +2.1% | -57.7% | +59.7% | +15.4% |
| 3Y | +18.7% | -16.5% | +35.3% | +14.5% |
| 5Y | +54.2% | -53.4% | +107.6% | +58.0% |
| All | +66.5% | -16.5% | +83.0% | +22.6% |
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