+324.1%
DIS vs EWZ
+361.8%
-37.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | +0.1% | +1.4% |
| 7D | +5.3% | +1.4% | +3.9% | +4.8% |
| 30D | +10.2% | -25.1% | +35.3% | +20.5% |
| 3M | +13.5% | -7.7% | +21.3% | +15.0% |
| 6M | +11.1% | -15.8% | +27.0% | +15.9% |
| YTD | +5.5% | +3.6% | +1.9% | +1.8% |
| 1Y | +9.1% | +5.5% | +3.6% | +4.5% |
| 3Y | +36.0% | +22.1% | +13.9% | +21.9% |
| 5Y | -29.8% | +58.3% | -88.2% | -44.0% |
| 10Y | +36.6% | +50.3% | -13.7% | -0.2% |
| All | +324.1% | +361.8% | -37.6% | +71.4% |
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