+349.8%
EWZ vs A
+311.2%
+38.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | 0.0% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -24.5% | +3.4% | -27.9% | -25.7% |
| 3M | -10.7% | +23.8% | -34.5% | -18.5% |
| 6M | -19.1% | +49.0% | -68.1% | -32.2% |
| YTD | +1.6% | +29.4% | -27.8% | -10.3% |
| 1Y | +4.3% | +19.4% | -15.1% | -5.1% |
| 3Y | +19.0% | +66.2% | -47.2% | -8.7% |
| 5Y | +57.7% | +15.8% | +41.9% | +35.6% |
| 10Y | +51.3% | +326.1% | -274.8% | -24.1% |
| All | +349.8% | +311.2% | +38.6% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling