+3.7%
U vs EWZ
+36.3%
-32.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -3.8% | +6.5% | -10.3% | -6.7% |
| 30D | +17.5% | +4.8% | +12.6% | +14.7% |
| 3M | +38.7% | +9.9% | +28.8% | +31.7% |
| 6M | +104.4% | +1.9% | +102.5% | +101.1% |
| YTD | -5.7% | +20.3% | -26.0% | -18.3% |
| 1Y | +3.7% | +35.6% | -31.9% | -31.7% |
| All | +3.7% | +36.3% | -32.6% | -31.7% |
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