+1.2%
EWZ vs ALL
+30.4%
-29.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +0.6% | -2.6% | +3.1% | +0.4% |
| 30D | -25.5% | +12.7% | -38.2% | -24.9% |
| 3M | -4.5% | +0.4% | -4.9% | -4.2% |
| 6M | -15.3% | +23.8% | -39.1% | -14.9% |
| YTD | +3.1% | +27.8% | -24.7% | +3.3% |
| 1Y | +1.2% | +28.9% | -27.7% | +1.2% |
| All | +1.2% | +30.4% | -29.2% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling