+275.0%
DIS vs EWZ
+436.1%
-161.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -2.6% | +6.5% | -9.1% | -4.7% |
| 30D | +3.5% | +4.8% | -1.4% | +1.7% |
| 3M | +6.8% | +9.9% | -3.1% | +3.1% |
| 6M | +3.0% | +1.9% | +1.0% | +1.7% |
| YTD | -6.7% | +20.3% | -27.0% | -13.3% |
| 1Y | -10.1% | +35.6% | -45.7% | -20.0% |
| 3Y | +33.0% | +43.4% | -10.4% | +14.3% |
| 5Y | -40.0% | +55.9% | -95.9% | -51.2% |
| 10Y | +21.1% | +84.2% | -63.1% | -16.8% |
| All | +275.0% | +436.1% | -161.1% | +46.0% |
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