+2.7%
EWZ vs Z
-60.5%
+63.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -1.2% |
| 7D | +1.3% | -6.5% | +7.8% | +1.6% |
| 30D | -26.2% | -0.1% | -26.1% | -26.0% |
| 3M | -8.6% | -14.1% | +5.5% | -8.3% |
| 6M | -17.0% | -30.1% | +13.0% | -15.9% |
| YTD | +2.2% | -57.5% | +59.7% | +3.8% |
| 1Y | +2.7% | -60.3% | +63.0% | +4.6% |
| All | +2.7% | -60.5% | +63.2% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling