+197.1%
ABT vs EWZ
+94.8%
+102.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -5.9% | +0.9% | -6.8% | -6.1% |
| 30D | -8.1% | +12.8% | -20.9% | -10.2% |
| 3M | +14.5% | +10.8% | +3.8% | +12.1% |
| 6M | -6.3% | +2.5% | -8.8% | -7.0% |
| YTD | -17.1% | +21.4% | -38.5% | -20.6% |
| 1Y | -21.4% | +32.8% | -54.2% | -26.1% |
| 3Y | +5.9% | +45.2% | -39.3% | -3.2% |
| 5Y | -12.8% | +63.0% | -75.7% | -23.9% |
| All | +197.1% | +94.8% | +102.4% | +134.2% |
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