+93.0%
EWZ vs Z
+9.5%
+83.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.6% | +9.1% | +0.3% |
| 7D | -4.2% | -2.3% | -1.9% | -4.0% |
| 30D | -26.1% | +9.4% | -35.5% | -27.6% |
| 3M | -12.0% | -16.1% | +4.0% | -10.1% |
| 6M | -19.3% | -30.4% | +11.2% | -15.1% |
| YTD | +0.9% | -55.6% | +56.5% | +14.0% |
| 1Y | +3.4% | -58.5% | +61.9% | +18.1% |
| 3Y | +18.6% | -19.6% | +38.2% | +15.0% |
| 5Y | +56.6% | -54.1% | +110.7% | +61.1% |
| 10Y | +50.3% | -12.1% | +62.4% | +10.3% |
| All | +93.0% | +9.5% | +83.5% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling