+96.4%
U vs EWZ
-14.0%
+110.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.9% | +5.0% |
| 7D | +2.6% | +0.8% | +1.8% | +2.4% |
| 30D | +27.6% | -24.4% | +51.9% | +32.5% |
| 3M | +15.3% | -4.6% | +19.9% | +14.3% |
| 6M | +96.4% | -11.6% | +108.0% | +98.6% |
| All | +96.4% | -14.0% | +110.4% | +98.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling