+415.6%
TER vs EWZ
+436.1%
-20.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.8% |
| 7D | +0.6% | +6.5% | -5.9% | -2.7% |
| 30D | -8.3% | +4.8% | -13.1% | -10.7% |
| 3M | -12.2% | +9.9% | -22.1% | -16.3% |
| 6M | +17.1% | +1.9% | +15.1% | +16.9% |
| YTD | +84.7% | +20.3% | +64.4% | +70.6% |
| 1Y | +199.9% | +35.6% | +164.3% | +161.3% |
| 3Y | +232.8% | +43.4% | +189.3% | +178.7% |
| 5Y | +198.6% | +55.9% | +142.6% | +129.8% |
| 10Y | +1,669.7% | +84.2% | +1,585.6% | +1,004.3% |
| All | +415.6% | +436.1% | -20.5% | +49.1% |
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