+1,278.0%
AAPL vs EWZ
+94.8%
+1,183.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | +3.8% | +0.9% | +3.0% | +3.5% |
| 30D | +9.9% | +12.8% | -2.9% | +5.8% |
| 3M | +12.5% | +10.8% | +1.7% | +8.6% |
| 6M | +27.6% | +2.5% | +25.1% | +26.0% |
| YTD | +22.6% | +21.4% | +1.2% | +14.3% |
| 1Y | +45.0% | +32.8% | +12.2% | +31.1% |
| 3Y | +87.8% | +45.2% | +42.6% | +63.1% |
| 5Y | +128.7% | +63.0% | +65.7% | +86.8% |
| All | +1,278.0% | +94.8% | +1,183.2% | +957.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling