+86.4%
F vs EWZ
+83.4%
+3.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.0% | -6.2% | -5.0% |
| 7D | +1.2% | +5.6% | -4.4% | -1.0% |
| 30D | +1.2% | +9.3% | -8.0% | -2.3% |
| 3M | -5.7% | +15.7% | -21.4% | -11.0% |
| 6M | +17.9% | +7.4% | +10.5% | +14.0% |
| YTD | +10.4% | +22.7% | -12.3% | +1.2% |
| 1Y | +25.3% | +36.4% | -11.0% | +10.0% |
| 3Y | +37.5% | +50.4% | -12.9% | +14.8% |
| 5Y | +46.5% | +67.6% | -21.1% | +14.3% |
| 10Y | +86.4% | +84.1% | +2.3% | +32.8% |
| All | +86.4% | +83.4% | +3.0% | +32.8% |
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