+18.4%
U vs EWZ
+7.8%
+10.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.4% |
| 7D | +7.5% | -4.1% | +11.6% | +8.7% |
| 30D | -7.0% | -25.0% | +17.9% | -0.4% |
| 3M | +20.6% | -10.6% | +31.2% | +20.6% |
| 6M | +53.2% | -16.6% | +69.8% | +58.1% |
| YTD | -3.9% | +2.5% | -6.3% | -10.2% |
| 1Y | +18.4% | +8.1% | +10.3% | -7.6% |
| All | +18.4% | +7.8% | +10.6% | -7.6% |
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