+19.0%
EWZ vs A
+64.2%
-45.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -24.5% | +3.4% | -27.9% | -25.0% |
| 3M | -10.7% | +23.8% | -34.5% | -14.2% |
| 6M | -19.1% | +49.0% | -68.1% | -25.3% |
| YTD | +1.6% | +29.4% | -27.8% | -3.8% |
| 1Y | +4.3% | +19.4% | -15.1% | +0.3% |
| 3Y | +19.0% | +66.2% | -47.2% | +7.7% |
| All | +19.0% | +64.2% | -45.3% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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