+346.7%
EWZ vs ALL
+1,946.9%
-1,600.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | -4.2% | +4.2% | -8.4% | -6.2% |
| 30D | -26.1% | +18.9% | -45.1% | -32.7% |
| 3M | -12.0% | +1.2% | -13.3% | -13.4% |
| 6M | -19.3% | +23.2% | -42.5% | -28.9% |
| YTD | +0.9% | +30.0% | -29.1% | -14.3% |
| 1Y | +3.4% | +39.6% | -36.2% | -15.5% |
| 3Y | +18.6% | +115.2% | -96.6% | -26.4% |
| 5Y | +56.6% | +156.2% | -99.7% | -15.9% |
| 10Y | +50.3% | +398.0% | -347.7% | -45.1% |
| All | +346.7% | +1,946.9% | -1,600.2% | -12.0% |
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