-27.5%
ON vs EWZ
+45.8%
-73.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.8% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -11.0% | +8.2% | -19.2% | -15.9% |
| 3M | -39.3% | +13.3% | -52.6% | -44.4% |
| 6M | +19.8% | +3.6% | +16.2% | +15.6% |
| YTD | +31.1% | +21.0% | +10.1% | +12.7% |
| 1Y | +46.0% | +34.7% | +11.3% | +15.3% |
| All | -27.5% | +45.8% | -73.3% | -50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling