+432.5%
EWZ vs BB
-26.5%
+459.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | -5.6% | +12.1% | +7.5% |
| 30D | +4.8% | -11.8% | +16.6% | +6.7% |
| 3M | +9.9% | -25.5% | +35.4% | +13.9% |
| 6M | +1.9% | +121.3% | -119.3% | -12.8% |
| YTD | +20.3% | +103.2% | -82.9% | +4.2% |
| 1Y | +35.6% | +102.6% | -67.0% | +16.7% |
| 3Y | +43.4% | +37.5% | +5.9% | +24.6% |
| 5Y | +55.9% | -30.4% | +86.4% | +45.8% |
| 10Y | +84.2% | 0.0% | +84.2% | +35.2% |
| All | +432.5% | -26.5% | +459.1% | +235.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 all: compounded portfolio wealth divided by compounded BB 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…
all analysis · Full analysis span regression · 6 months rolling