+39.8%
BKNG vs EWZ
+47.7%
-7.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -10.7% | +1.1% | -11.8% | -10.9% |
| 30D | -18.1% | +13.5% | -31.6% | -20.3% |
| 3M | +8.5% | +15.2% | -6.7% | +5.1% |
| 6M | -0.1% | +3.7% | -3.8% | -1.1% |
| YTD | -18.2% | +22.5% | -40.8% | -22.6% |
| 1Y | -19.9% | +35.3% | -55.1% | -26.5% |
| All | +39.8% | +47.7% | -7.8% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling