+57.8%
EWZ vs Z
-55.4%
+113.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.0% |
| 7D | -1.5% | -4.6% | +3.1% | -1.1% |
| 30D | -24.5% | +8.3% | -32.8% | -25.4% |
| 3M | -10.7% | -11.6% | +0.9% | -9.9% |
| 6M | -19.1% | -33.6% | +14.6% | -15.8% |
| YTD | +1.6% | -56.7% | +58.3% | +10.7% |
| 1Y | +4.3% | -59.1% | +63.4% | +14.3% |
| 3Y | +19.0% | -20.4% | +39.3% | +17.5% |
| All | +57.8% | -55.4% | +113.2% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling