+8.1%
EWZ vs BBY
+33.0%
-24.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.0% | -6.3% | +1.0% |
| 7D | -4.1% | +4.5% | -8.6% | -4.4% |
| 30D | -25.0% | +16.0% | -41.0% | -25.5% |
| 3M | -10.6% | +18.6% | -29.3% | -11.4% |
| 6M | -16.6% | +80.1% | -96.7% | -19.1% |
| YTD | +2.5% | +57.4% | -55.0% | +0.3% |
| 1Y | +8.1% | +34.5% | -26.4% | +8.2% |
| All | +8.1% | +33.0% | -24.9% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 1y: compounded portfolio wealth divided by compounded BBY 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…
1y analysis · Full analysis span regression · 6 months rolling