+4,404.4%
DELL vs EWZ
+94.8%
+4,309.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.0% | +12.9% | +12.3% |
| 7D | +8.2% | +0.9% | +7.4% | +7.8% |
| 30D | +17.1% | +12.8% | +4.3% | +12.3% |
| 3M | +45.2% | +10.8% | +34.4% | +40.2% |
| 6M | +286.8% | +2.5% | +284.3% | +282.8% |
| YTD | +354.8% | +21.4% | +333.4% | +323.8% |
| 1Y | +358.3% | +32.8% | +325.5% | +313.1% |
| 3Y | +724.9% | +45.2% | +679.7% | +614.3% |
| 5Y | +1,193.7% | +63.0% | +1,130.7% | +952.8% |
| All | +4,404.4% | +94.8% | +4,309.7% | +3,234.2% |
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