+1,055.3%
DELL vs EWZ
+60.3%
+995.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -5.8% |
| 7D | -1.9% | +1.1% | -3.0% | -2.3% |
| 30D | +14.9% | +13.5% | +1.4% | +9.7% |
| 3M | +37.2% | +15.2% | +22.0% | +30.5% |
| 6M | +254.0% | +3.7% | +250.3% | +248.5% |
| YTD | +306.1% | +22.5% | +283.6% | +276.2% |
| 1Y | +312.3% | +35.3% | +277.0% | +267.8% |
| 3Y | +654.0% | +50.2% | +603.8% | +540.1% |
| 5Y | +1,055.3% | +64.6% | +990.8% | +842.7% |
| All | +1,055.3% | +60.3% | +995.0% | +842.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling