-6.4%
NU vs EWZ
+33.5%
-40.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -1.7% |
| 7D | -4.9% | +0.9% | -5.8% | -5.7% |
| 30D | +7.8% | +12.8% | -5.0% | -4.3% |
| 3M | +20.9% | +10.8% | +10.2% | +9.2% |
| 6M | +0.9% | +2.5% | -1.6% | -1.8% |
| YTD | -12.7% | +21.4% | -34.0% | -27.5% |
| 1Y | -6.4% | +32.8% | -39.2% | -30.3% |
| All | -6.4% | +33.5% | -40.0% | -30.3% |
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