-73.3%
U vs EWZ
+53.9%
-127.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.9% | +4.4% |
| 7D | +2.6% | +0.8% | +1.8% | +2.1% |
| 30D | +27.6% | -24.4% | +51.9% | +46.7% |
| 3M | +15.3% | -4.6% | +19.9% | +13.3% |
| 6M | +96.4% | -11.6% | +108.0% | +102.0% |
| YTD | +19.6% | +2.4% | +17.2% | +10.0% |
| 1Y | +42.1% | +2.1% | +40.0% | +30.2% |
| 3Y | +87.5% | +18.7% | +68.8% | +54.2% |
| All | -73.3% | +53.9% | -127.2% | -81.3% |
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