+43.6%
EWZ vs ALLY
+189.4%
-145.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.3% |
| 7D | -1.5% | +0.9% | -2.4% | -1.8% |
| 30D | -24.5% | +3.1% | -27.6% | -25.4% |
| 3M | -10.7% | -12.6% | +1.9% | -6.4% |
| 6M | -19.1% | -12.4% | -6.7% | -15.4% |
| YTD | +1.6% | -13.2% | +14.8% | +5.9% |
| 1Y | +4.3% | +1.8% | +2.5% | +2.3% |
| 3Y | +19.0% | +58.0% | -39.0% | -5.8% |
| 5Y | +57.7% | -8.4% | +66.1% | +48.2% |
| All | +43.6% | +189.4% | -145.8% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling