+74.3%
F vs EWZ
+55.9%
+18.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | +1.0% | +1.3% | -0.4% | +0.5% |
| 30D | +2.1% | -26.2% | +28.3% | +13.1% |
| 3M | -10.3% | -8.6% | -1.6% | -9.1% |
| 6M | +3.3% | -17.0% | +20.3% | +8.3% |
| YTD | -2.0% | +2.2% | -4.1% | -5.6% |
| 1Y | -2.3% | +2.7% | -5.0% | -6.2% |
| 3Y | +49.9% | +18.2% | +31.7% | +34.4% |
| 5Y | -12.5% | +56.0% | -68.5% | -31.2% |
| 10Y | +74.3% | +60.8% | +13.4% | +33.3% |
| All | +74.3% | +55.9% | +18.4% | +33.3% |
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