-13.6%
BKNG vs EWZ
+7.8%
-21.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.6% | +8.2% | +9.7% |
| 7D | +15.6% | -4.1% | +19.6% | +15.8% |
| 30D | +8.0% | -25.0% | +32.9% | +9.5% |
| 3M | -11.8% | -10.6% | -1.1% | -11.4% |
| 6M | +3.8% | -16.6% | +20.4% | +4.8% |
| YTD | -19.6% | +2.5% | -22.1% | -20.2% |
| 1Y | -13.6% | +8.1% | -21.7% | -20.4% |
| All | -13.6% | +7.8% | -21.4% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling