+58.3%
EWZ vs ALB
-62.4%
+120.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.4% | +9.5% | -8.1% | -0.1% |
| 30D | -25.1% | -2.1% | -23.0% | -24.9% |
| 3M | -7.7% | -24.1% | +16.4% | -3.7% |
| 6M | -15.8% | -51.0% | +35.2% | -6.1% |
| YTD | +3.6% | -29.3% | +33.0% | +7.9% |
| 1Y | +5.5% | +3.2% | +2.3% | +2.8% |
| 3Y | +22.1% | -9.3% | +31.4% | +14.2% |
| 5Y | +58.3% | -61.6% | +120.0% | +71.1% |
| All | +58.3% | -62.4% | +120.7% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling