-15.8%
F vs EWZ
+58.5%
-74.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +1.6% | -1.5% | +3.0% | +2.1% |
| 30D | +2.6% | -24.5% | +27.2% | +11.9% |
| 3M | -8.8% | -10.7% | +1.9% | -7.5% |
| 6M | +4.6% | -19.1% | +23.7% | +10.1% |
| YTD | -1.9% | +1.6% | -3.5% | -6.4% |
| 1Y | -0.8% | +4.3% | -5.1% | -6.5% |
| 3Y | +43.5% | +19.0% | +24.5% | +26.2% |
| All | -15.8% | +58.5% | -74.3% | -34.0% |
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 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