+81.7%
SPY vs EWZ
+63.8%
+17.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -1.4% | +8.2% | -9.6% | -3.5% |
| 3M | +3.7% | +13.3% | -9.6% | +0.1% |
| 6M | +13.0% | +3.6% | +9.4% | +11.6% |
| YTD | +12.4% | +21.0% | -8.6% | +6.2% |
| 1Y | +18.5% | +34.7% | -16.1% | +8.6% |
| 3Y | +77.6% | +48.3% | +29.3% | +56.7% |
| 5Y | +81.7% | +60.1% | +21.6% | +58.4% |
| All | +81.7% | +63.8% | +17.9% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling