+81.0%
F vs EWZ
+45.3%
+35.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | -0.1% |
| 7D | -0.6% | +1.4% | -2.0% | -1.1% |
| 30D | +2.9% | -25.1% | +28.0% | +13.2% |
| 3M | -9.5% | -7.7% | -1.7% | -8.6% |
| 6M | +4.0% | -15.8% | +19.9% | +8.5% |
| YTD | -1.3% | +3.6% | -4.9% | -5.4% |
| 1Y | -1.9% | +5.5% | -7.4% | -6.8% |
| 3Y | +53.5% | +22.1% | +31.4% | +36.1% |
| 5Y | -15.1% | +58.3% | -73.5% | -33.4% |
| 10Y | +81.0% | +50.3% | +30.7% | +38.0% |
| All | +81.0% | +45.3% | +35.6% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling