+1,802.9%
TER vs EWZ
+96.6%
+1,706.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -4.1% |
| 7D | +9.4% | +1.1% | +8.2% | +8.7% |
| 30D | -2.4% | +13.5% | -15.9% | -8.3% |
| 3M | +6.5% | +15.2% | -8.7% | -0.5% |
| 6M | +23.2% | +3.7% | +19.5% | +21.9% |
| YTD | +91.5% | +22.5% | +69.0% | +76.9% |
| 1Y | +214.8% | +35.3% | +179.6% | +178.8% |
| 3Y | +275.3% | +50.2% | +225.1% | +214.9% |
| 5Y | +211.9% | +64.6% | +147.3% | +144.1% |
| All | +1,802.9% | +96.6% | +1,706.3% | +1,233.1% |
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