+315.7%
DIS vs EWZ
+352.8%
-37.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +5.2% | -1.5% | +6.7% | +5.8% |
| 30D | +11.5% | -24.5% | +36.0% | +21.5% |
| 3M | +11.5% | -10.7% | +22.2% | +14.2% |
| 6M | +8.9% | -19.1% | +28.0% | +15.1% |
| YTD | +3.4% | +1.6% | +1.8% | +0.4% |
| 1Y | +7.2% | +4.3% | +2.9% | +3.0% |
| 3Y | +43.3% | +19.0% | +24.4% | +29.6% |
| 5Y | -31.4% | +57.7% | -89.1% | -45.2% |
| 10Y | +37.1% | +51.3% | -14.3% | -0.3% |
| All | +315.7% | +352.8% | -37.1% | +69.1% |
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