+62.5%
T vs EWZ
+68.6%
-6.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | +2.5% | +0.8% | +1.8% | +2.4% |
| 30D | -3.8% | -24.4% | +20.6% | +1.1% |
| 3M | -8.7% | -4.6% | -4.2% | -9.0% |
| 6M | -8.1% | -11.6% | +3.4% | -7.0% |
| YTD | -6.4% | +2.4% | -8.8% | -8.9% |
| 1Y | -9.8% | +2.1% | -11.8% | -12.1% |
| 3Y | +65.5% | +18.7% | +46.8% | +54.0% |
| 5Y | +57.0% | +54.2% | +2.8% | +34.7% |
| All | +62.5% | +68.6% | -6.1% | +30.9% |
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