+57.0%
T vs EWZ
+51.3%
+5.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | -0.1% |
| 7D | +1.6% | +0.1% | +1.6% | +1.6% |
| 30D | -2.9% | -25.9% | +22.9% | +0.2% |
| 3M | -7.5% | -6.1% | -1.4% | -7.9% |
| 6M | -9.9% | -16.1% | +6.2% | -8.9% |
| YTD | -6.4% | +1.0% | -7.4% | -8.6% |
| 1Y | -9.4% | 0.0% | -9.4% | -11.5% |
| 3Y | +64.9% | +16.8% | +48.0% | +55.4% |
| 5Y | +57.0% | +52.1% | +4.9% | +40.6% |
| All | +57.0% | +51.3% | +5.6% | +40.6% |
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