+47.4%
TER vs EWZ
-0.3%
+47.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.3% | +0.6% |
| 7D | +24.0% | +0.1% | +23.9% | +24.1% |
| 30D | -30.6% | -25.9% | -4.8% | -17.4% |
| 3M | -34.5% | -6.1% | -28.3% | -40.7% |
| 6M | -26.4% | -16.1% | -10.3% | -23.1% |
| YTD | +36.4% | +1.0% | +35.4% | +26.4% |
| 1Y | +47.4% | 0.0% | +47.4% | +37.6% |
| All | +47.4% | -0.3% | +47.7% | +37.6% |
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 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