+64.2%
T vs EWZ
+63.8%
+0.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | +4.6% | +8.2% | -3.6% | +3.3% |
| 3M | +12.2% | +13.3% | -1.1% | +10.1% |
| 6M | -6.5% | +3.6% | -10.0% | -7.2% |
| YTD | +4.9% | +21.0% | -16.1% | +1.2% |
| 1Y | -10.5% | +34.7% | -45.1% | -15.4% |
| 3Y | +104.6% | +48.3% | +56.3% | +88.5% |
| 5Y | +64.2% | +60.1% | +4.1% | +46.4% |
| All | +64.2% | +63.8% | +0.4% | +46.4% |
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