+64.2%
EWZ vs BBY
+285.7%
-221.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.6% |
| 7D | +0.1% | +4.0% | -4.0% | -0.9% |
| 30D | -25.9% | +17.6% | -43.4% | -28.9% |
| 3M | -6.1% | +25.9% | -32.0% | -11.8% |
| 6M | -16.1% | +85.1% | -101.2% | -29.0% |
| YTD | +1.0% | +60.6% | -59.6% | -12.0% |
| 1Y | 0.0% | +40.2% | -40.2% | -9.8% |
| 3Y | +16.8% | +86.6% | -69.8% | -7.3% |
| 5Y | +52.1% | -3.7% | +55.8% | +43.7% |
| All | +64.2% | +285.7% | -221.5% | +18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling