+1,258.4%
NET vs EWZ
+14.4%
+1,244.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.5% | -6.8% | -7.8% |
| 7D | -21.2% | -4.2% | -17.0% | -20.0% |
| 30D | -31.1% | -26.1% | -5.0% | -24.3% |
| 3M | -16.5% | -12.0% | -4.5% | -14.4% |
| 6M | 0.0% | -19.3% | +19.3% | +5.5% |
| YTD | +24.0% | +0.9% | +23.1% | +19.2% |
| 1Y | +7.0% | +3.4% | +3.6% | +1.8% |
| 3Y | +279.6% | +18.6% | +261.0% | +239.2% |
| 5Y | +24.0% | +56.6% | -32.6% | +1.5% |
| All | +1,258.4% | +14.4% | +1,244.0% | +1,066.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling