+57.8%
EWZ vs ALL
+143.1%
-85.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +1.3% |
| 7D | -1.5% | -1.9% | +0.5% | -1.2% |
| 30D | -24.5% | +13.8% | -38.3% | -26.0% |
| 3M | -10.7% | -7.0% | -3.7% | -9.9% |
| 6M | -19.1% | +18.0% | -37.1% | -21.7% |
| YTD | +1.6% | +24.2% | -22.6% | -2.7% |
| 1Y | +4.3% | +31.2% | -26.9% | -1.2% |
| 3Y | +19.0% | +107.5% | -88.6% | +0.6% |
| All | +57.8% | +143.1% | -85.2% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling