+219.1%
TER vs EWZ
+60.6%
+158.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.1% |
| 7D | +11.0% | +5.6% | +5.4% | +7.7% |
| 30D | -1.9% | +9.3% | -11.1% | -6.7% |
| 3M | -0.7% | +15.7% | -16.4% | -8.1% |
| 6M | +36.4% | +7.4% | +28.9% | +32.6% |
| YTD | +92.4% | +22.7% | +69.8% | +77.9% |
| 1Y | +213.5% | +36.4% | +177.1% | +177.6% |
| 3Y | +277.2% | +50.4% | +226.8% | +219.6% |
| 5Y | +219.1% | +67.6% | +151.5% | +171.5% |
| All | +219.1% | +60.6% | +158.5% | +171.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling