+2,926.4%
V vs EWZ
+3.6%
+2,922.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -1.7% | +6.5% | -8.2% | -3.9% |
| 30D | +2.0% | +4.8% | -2.9% | +0.2% |
| 3M | +17.4% | +9.9% | +7.5% | +13.1% |
| 6M | +17.5% | +1.9% | +15.5% | +15.7% |
| YTD | +7.6% | +20.3% | -12.7% | -0.4% |
| 1Y | +7.7% | +35.6% | -27.9% | -4.9% |
| 3Y | +54.7% | +43.4% | +11.2% | +31.5% |
| 5Y | +73.0% | +55.9% | +17.1% | +37.9% |
| 10Y | +390.9% | +84.2% | +306.7% | +228.6% |
| All | +2,926.4% | +3.6% | +2,922.8% | +1,878.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling