+25.3%
F vs EWZ
+36.2%
-10.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.0% | -6.2% | -4.9% |
| 7D | +1.2% | +5.6% | -4.4% | -0.8% |
| 30D | +1.2% | +9.3% | -8.0% | -2.0% |
| 3M | -5.7% | +15.7% | -21.4% | -10.5% |
| 6M | +17.9% | +7.4% | +10.5% | +13.4% |
| YTD | +10.4% | +22.7% | -12.3% | +1.9% |
| 1Y | +25.3% | +36.4% | -11.0% | +11.1% |
| All | +25.3% | +36.2% | -10.9% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling