+81.1%
EWZ vs ALLY
+191.1%
-110.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +6.5% | +3.7% | +2.8% | +5.1% |
| 30D | +4.8% | -2.3% | +7.1% | +5.7% |
| 3M | +9.9% | +3.8% | +6.1% | +8.1% |
| 6M | +1.9% | +9.7% | -7.8% | -2.0% |
| YTD | +20.3% | -1.4% | +21.7% | +19.9% |
| 1Y | +35.6% | +8.2% | +27.4% | +29.9% |
| 3Y | +43.4% | +66.5% | -23.0% | +11.3% |
| 5Y | +55.9% | +1.2% | +54.7% | +41.6% |
| All | +81.1% | +191.1% | -110.0% | +10.2% |
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