+143.3%
DELL vs EWZ
+7.8%
+135.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.6% | -10.5% | -9.2% |
| 7D | -24.6% | -4.1% | -20.5% | -23.8% |
| 30D | -32.5% | -25.0% | -7.5% | -28.5% |
| 3M | -20.2% | -10.6% | -9.6% | -20.8% |
| 6M | +76.5% | -16.6% | +93.1% | +78.9% |
| YTD | +198.9% | +2.5% | +196.4% | +181.3% |
| 1Y | +143.3% | +8.1% | +135.3% | +109.1% |
| All | +143.3% | +7.8% | +135.5% | +109.1% |
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 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