+432.5%
EWZ vs ALL
+1,892.0%
-1,459.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | 0.0% |
| 7D | +6.5% | 0.0% | +6.5% | +6.5% |
| 30D | +4.8% | -1.5% | +6.3% | +5.4% |
| 3M | +9.9% | +23.6% | -13.7% | -2.5% |
| 6M | +1.9% | +22.3% | -20.4% | -9.4% |
| YTD | +20.3% | +26.5% | -6.2% | +4.4% |
| 1Y | +35.6% | +27.0% | +8.6% | +16.9% |
| 3Y | +43.4% | +149.6% | -106.1% | -17.6% |
| 5Y | +55.9% | +118.1% | -62.1% | -7.8% |
| 10Y | +84.2% | +369.0% | -284.8% | -30.0% |
| All | +432.5% | +1,892.0% | -1,459.5% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling