+55.0%
EWZ vs ALLY
+1.6%
+53.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +6.5% | +3.7% | +2.8% | +5.6% |
| 30D | +4.8% | -2.3% | +7.1% | +5.4% |
| 3M | +9.9% | +3.8% | +6.1% | +8.8% |
| 6M | +1.9% | +9.7% | -7.8% | -0.4% |
| YTD | +20.3% | -1.4% | +21.7% | +20.1% |
| 1Y | +35.6% | +8.2% | +27.4% | +32.3% |
| 3Y | +43.4% | +66.5% | -23.0% | +24.6% |
| All | +55.0% | +1.6% | +53.4% | +55.6% |
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