+130.1%
EWZ vs Z
+25.1%
+105.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +6.5% | -3.0% | +9.5% | +7.0% |
| 30D | +4.8% | -4.2% | +9.0% | +5.4% |
| 3M | +9.9% | -3.7% | +13.6% | +9.9% |
| 6M | +1.9% | -24.5% | +26.5% | +6.1% |
| YTD | +20.3% | -49.3% | +69.6% | +33.7% |
| 1Y | +35.6% | -58.7% | +94.3% | +55.8% |
| 3Y | +43.4% | -34.1% | +77.6% | +45.7% |
| 5Y | +55.9% | -64.5% | +120.5% | +69.2% |
| 10Y | +84.2% | -0.5% | +84.6% | +33.1% |
| All | +130.1% | +25.1% | +105.0% | +52.1% |
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