+995.4%
TER vs EWZ
+68.6%
+926.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -6.0% |
| 7D | +14.4% | +0.8% | +13.6% | +14.0% |
| 30D | -30.6% | -24.4% | -6.2% | -21.9% |
| 3M | -39.2% | -4.6% | -34.6% | -39.2% |
| 6M | -31.3% | -11.6% | -19.7% | -28.6% |
| YTD | +29.1% | +2.4% | +26.7% | +27.2% |
| 1Y | +47.4% | +2.1% | +45.4% | +45.4% |
| 3Y | +191.2% | +18.7% | +172.5% | +167.0% |
| 5Y | +74.0% | +54.2% | +19.8% | +38.3% |
| All | +995.4% | +68.6% | +926.8% | +718.7% |
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