+432.5%
EWZ vs A
+254.5%
+178.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +6.5% | -1.9% | +8.4% | +7.3% |
| 30D | +4.8% | +6.9% | -2.1% | +1.9% |
| 3M | +9.9% | +9.2% | +0.7% | +5.6% |
| 6M | +1.9% | +25.7% | -23.7% | -8.3% |
| YTD | +20.3% | +11.5% | +8.8% | +13.1% |
| 1Y | +35.6% | +18.4% | +17.3% | +23.9% |
| 3Y | +43.4% | +26.6% | +16.8% | +23.3% |
| 5Y | +55.9% | -12.8% | +68.8% | +51.1% |
| 10Y | +84.2% | +247.2% | -163.0% | +0.7% |
| All | +432.5% | +254.5% | +178.1% | +89.8% |
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