+56.6%
EWZ vs ALLY
-7.4%
+64.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -4.2% | -1.1% | -3.0% | -3.9% |
| 30D | -26.1% | +4.2% | -30.3% | -26.8% |
| 3M | -12.0% | -12.4% | +0.4% | -9.5% |
| 6M | -19.3% | -8.7% | -10.6% | -17.8% |
| YTD | +0.9% | -11.6% | +12.6% | +3.2% |
| 1Y | +3.4% | +0.2% | +3.2% | +2.7% |
| 3Y | +18.6% | +57.1% | -38.5% | +5.3% |
| 5Y | +56.6% | -6.8% | +63.4% | +62.2% |
| All | +56.6% | -7.4% | +64.0% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling