+47.4%
TER vs EWZ
+1.3%
+46.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -6.3% |
| 7D | +14.4% | +0.8% | +13.6% | +13.9% |
| 30D | -30.6% | -24.4% | -6.2% | -18.7% |
| 3M | -39.2% | -4.6% | -34.6% | -45.6% |
| 6M | -31.3% | -11.6% | -19.7% | -32.3% |
| YTD | +29.1% | +2.4% | +26.7% | +19.4% |
| 1Y | +47.4% | +2.1% | +45.4% | +36.7% |
| All | +47.4% | +1.3% | +46.2% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling