-68.3%
U vs EWZ
+63.8%
-132.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.4% |
| 7D | +4.4% | -0.1% | +4.4% | +4.4% |
| 30D | -1.3% | +8.2% | -9.5% | -6.4% |
| 3M | +49.6% | +13.3% | +36.3% | +37.4% |
| 6M | +100.2% | +3.6% | +96.6% | +93.9% |
| YTD | -3.7% | +21.0% | -24.7% | -16.2% |
| 1Y | -6.5% | +34.7% | -41.2% | -24.5% |
| 3Y | +12.9% | +48.3% | -35.4% | -14.2% |
| 5Y | -68.3% | +60.1% | -128.4% | -75.8% |
| All | -68.3% | +63.8% | -132.1% | -75.8% |
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