+523.3%
ON vs EWZ
+68.6%
+454.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -4.4% |
| 7D | +12.2% | +0.8% | +11.5% | +11.8% |
| 30D | -3.1% | -24.4% | +21.2% | +11.0% |
| 3M | -12.9% | -4.6% | -8.3% | -13.6% |
| 6M | -38.6% | -11.6% | -27.0% | -36.4% |
| YTD | +31.2% | +2.4% | +28.8% | +23.9% |
| 1Y | +47.6% | +2.1% | +45.6% | +39.3% |
| 3Y | +6.6% | +18.7% | -12.1% | -8.7% |
| 5Y | +21.3% | +54.2% | -32.9% | -14.2% |
| All | +523.3% | +68.6% | +454.8% | +304.9% |
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 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