+1.5%
ABNB vs EWZ
+60.3%
-58.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.7% |
| 7D | -9.5% | +1.1% | -10.6% | -10.0% |
| 30D | -9.4% | +13.5% | -22.8% | -14.5% |
| 3M | +29.9% | +15.2% | +14.6% | +21.1% |
| 6M | +26.6% | +3.7% | +22.9% | +23.7% |
| YTD | +23.5% | +22.5% | +1.0% | +10.8% |
| 1Y | +35.8% | +35.3% | +0.6% | +15.3% |
| 3Y | +15.0% | +50.2% | -35.2% | -9.0% |
| 5Y | +1.5% | +64.6% | -63.1% | -25.1% |
| All | +1.5% | +60.3% | -58.9% | -25.1% |
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 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