+1,449.6%
NET vs EWZ
+36.3%
+1,413.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -7.0% | +6.5% | -13.5% | -9.2% |
| 30D | -4.8% | +4.8% | -9.6% | -6.6% |
| 3M | +3.8% | +9.9% | -6.1% | 0.0% |
| 6M | +50.0% | +1.9% | +48.1% | +47.3% |
| YTD | +41.5% | +20.3% | +21.2% | +30.1% |
| 1Y | +32.8% | +35.6% | -2.8% | +16.4% |
| 3Y | +335.9% | +43.4% | +292.4% | +271.0% |
| 5Y | +113.8% | +55.9% | +57.9% | +75.5% |
| All | +1,449.6% | +36.3% | +1,413.2% | +1,172.6% |
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