+326.3%
T vs EWZ
+436.1%
-109.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -1.3% | +6.5% | -7.8% | -2.8% |
| 30D | +11.4% | +4.8% | +6.5% | +10.0% |
| 3M | +14.3% | +9.9% | +4.4% | +11.5% |
| 6M | -9.3% | +1.9% | -11.2% | -10.1% |
| YTD | +7.1% | +20.3% | -13.2% | +1.5% |
| 1Y | -9.1% | +35.6% | -44.7% | -16.5% |
| 3Y | +105.3% | +43.4% | +61.9% | +83.7% |
| 5Y | +66.8% | +55.9% | +10.9% | +42.8% |
| 10Y | +66.8% | +84.2% | -17.4% | +26.2% |
| All | +326.3% | +436.1% | -109.8% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling