+4,782.6%
DELL vs EWZ
+86.4%
+4,696.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | +8.7% | -0.1% | +8.8% | +8.8% |
| 30D | +16.9% | +8.2% | +8.7% | +13.8% |
| 3M | +40.4% | +13.3% | +27.1% | +34.7% |
| 6M | +267.1% | +3.6% | +263.5% | +262.2% |
| YTD | +329.1% | +21.0% | +308.1% | +300.5% |
| 1Y | +346.9% | +34.7% | +312.3% | +301.2% |
| 3Y | +696.6% | +48.3% | +648.4% | +585.4% |
| 5Y | +1,106.2% | +60.1% | +1,046.1% | +888.1% |
| 10Y | +4,177.7% | +92.6% | +4,085.2% | +3,022.3% |
| All | +4,782.6% | +86.4% | +4,696.2% | +3,528.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling