+53.9%
F vs EWZ
+54.7%
-0.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +5.3% | +6.5% | -1.2% | +2.8% |
| 30D | +4.6% | +4.8% | -0.3% | +2.7% |
| 3M | -3.7% | +9.9% | -13.6% | -7.2% |
| 6M | +16.8% | +1.9% | +14.9% | +15.3% |
| YTD | +15.3% | +20.3% | -5.0% | +6.8% |
| 1Y | +31.0% | +35.6% | -4.6% | +15.6% |
| 3Y | +45.4% | +43.4% | +2.0% | +24.2% |
| All | +53.9% | +54.7% | -0.8% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling