+43.3%
DIS vs EWZ
+19.2%
+24.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +5.2% | -1.5% | +6.7% | +5.5% |
| 30D | +11.5% | -24.5% | +36.0% | +16.6% |
| 3M | +11.5% | -10.7% | +22.2% | +12.5% |
| 6M | +8.9% | -19.1% | +28.0% | +12.1% |
| YTD | +3.4% | +1.6% | +1.8% | +0.7% |
| 1Y | +7.2% | +4.3% | +2.9% | +3.5% |
| 3Y | +43.3% | +19.0% | +24.4% | +28.9% |
| All | +43.3% | +19.2% | +24.1% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling