+18.7%
EWZ vs ALB
-14.4%
+33.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.6% |
| 7D | +0.8% | -5.8% | +6.5% | +1.5% |
| 30D | -24.4% | -4.5% | -19.8% | -24.0% |
| 3M | -4.6% | -28.1% | +23.5% | -0.7% |
| 6M | -11.6% | -53.2% | +41.6% | -3.1% |
| YTD | +2.4% | -33.3% | +35.7% | +6.8% |
| 1Y | +2.1% | -17.4% | +19.5% | +3.6% |
| 3Y | +18.7% | -14.1% | +32.8% | +13.5% |
| All | +18.7% | -14.4% | +33.2% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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