+14.5%
NET vs EWZ
+7.8%
+6.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.7% |
| 7D | -16.4% | -4.1% | -12.3% | -16.1% |
| 30D | -25.8% | -25.0% | -0.9% | -25.0% |
| 3M | -11.5% | -10.6% | -0.9% | -11.5% |
| 6M | +18.9% | -16.6% | +35.5% | +18.9% |
| YTD | +35.2% | +2.5% | +32.7% | +28.8% |
| 1Y | +14.5% | +8.1% | +6.4% | +1.9% |
| All | +14.5% | +7.8% | +6.7% | +1.9% |
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