+22.1%
EWZ vs Z
-19.5%
+41.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | +1.6% |
| 7D | +1.4% | -5.2% | +6.6% | +1.8% |
| 30D | -25.1% | +5.7% | -30.8% | -25.6% |
| 3M | -7.7% | -8.7% | +1.0% | -7.3% |
| 6M | -15.8% | -26.0% | +10.1% | -13.6% |
| YTD | +3.6% | -55.0% | +58.7% | +12.3% |
| 1Y | +5.5% | -58.0% | +63.5% | +15.2% |
| 3Y | +22.1% | -15.2% | +37.3% | +18.4% |
| All | +22.1% | -19.5% | +41.6% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling