+625.2%
TEAM vs EWZ
+127.3%
+497.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | -16.9% | +0.1% | -17.0% | -16.9% |
| 30D | -26.8% | -25.9% | -0.9% | -22.7% |
| 3M | -1.9% | -6.1% | +4.2% | -1.4% |
| 6M | +79.2% | -16.1% | +95.3% | +83.6% |
| YTD | -6.1% | +1.0% | -7.1% | -8.4% |
| 1Y | -2.1% | 0.0% | -2.0% | -4.4% |
| 3Y | -13.6% | +16.8% | -30.4% | -19.1% |
| 5Y | -65.8% | +52.1% | -117.9% | -69.7% |
| 10Y | +454.0% | +63.6% | +390.4% | +368.1% |
| All | +625.2% | +127.3% | +497.9% | +359.4% |
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 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