+254.4%
TER vs EWZ
+355.2%
-100.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.5% |
| 7D | -8.9% | +1.3% | -10.2% | -9.4% |
| 30D | -39.1% | -26.2% | -12.9% | -29.9% |
| 3M | -32.8% | -8.6% | -24.1% | -31.2% |
| 6M | -31.7% | -17.0% | -14.7% | -26.5% |
| YTD | +26.9% | +2.2% | +24.8% | +24.9% |
| 1Y | +33.6% | +2.7% | +30.9% | +31.0% |
| 3Y | +181.5% | +18.2% | +163.3% | +155.3% |
| 5Y | +76.1% | +56.0% | +20.1% | +33.9% |
| 10Y | +1,006.2% | +60.8% | +945.4% | +629.2% |
| All | +254.4% | +355.2% | -100.8% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling