+60.8%
EWZ vs ALLY
+182.8%
-122.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.6% |
| 7D | +1.3% | -0.7% | +2.0% | +1.6% |
| 30D | -26.2% | +1.1% | -27.3% | -26.5% |
| 3M | -8.6% | -13.2% | +4.5% | -4.0% |
| 6M | -17.0% | -13.5% | -3.6% | -12.9% |
| YTD | +2.2% | -14.3% | +16.4% | +7.0% |
| 1Y | +2.7% | -1.1% | +3.8% | +1.8% |
| 3Y | +18.2% | +62.0% | -43.8% | -7.7% |
| 5Y | +56.0% | -9.6% | +65.7% | +47.2% |
| 10Y | +60.8% | +176.0% | -115.1% | -3.3% |
| All | +60.8% | +182.8% | -122.0% | -3.3% |
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