+20.6%
ABNB vs EWZ
+62.5%
-41.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.0% | -6.0% | -4.9% |
| 7D | -4.4% | +5.6% | -10.0% | -6.7% |
| 30D | -2.0% | +9.3% | -11.2% | -5.9% |
| 3M | +29.8% | +15.7% | +14.1% | +21.1% |
| 6M | +31.0% | +7.4% | +23.6% | +26.1% |
| YTD | +28.6% | +22.7% | +5.9% | +15.8% |
| 1Y | +40.1% | +36.4% | +3.7% | +19.3% |
| 3Y | +19.7% | +50.4% | -30.7% | -4.1% |
| 5Y | +6.5% | +67.6% | -61.2% | -21.0% |
| All | +20.6% | +62.5% | -41.8% | -5.6% |
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 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