+368.4%
CSCO vs EWZ
+94.1%
+274.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | 0.0% | -0.1% | 0.0% | 0.0% |
| 30D | -10.7% | +8.2% | -18.9% | -12.7% |
| 3M | -8.7% | +13.3% | -22.0% | -12.0% |
| 6M | +44.9% | +3.6% | +41.3% | +42.9% |
| YTD | +44.1% | +21.0% | +23.2% | +36.0% |
| 1Y | +65.9% | +34.7% | +31.2% | +51.5% |
| 3Y | +109.0% | +48.3% | +60.7% | +83.5% |
| 5Y | +114.8% | +60.1% | +54.7% | +79.3% |
| All | +368.4% | +94.1% | +274.2% | +250.1% |
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 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