+92.6%
EWZ vs BBY
+236.2%
-143.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | -0.1% | +1.2% | -1.2% | -0.4% |
| 30D | +8.2% | +6.8% | +1.4% | +6.3% |
| 3M | +13.3% | +18.7% | -5.4% | +8.1% |
| 6M | +3.6% | +37.3% | -33.7% | -5.3% |
| YTD | +21.0% | +35.3% | -14.3% | +10.4% |
| 1Y | +34.7% | +20.7% | +14.0% | +26.2% |
| 3Y | +48.3% | +39.4% | +8.8% | +27.8% |
| 5Y | +60.1% | -1.5% | +61.5% | +47.4% |
| 10Y | +92.6% | +239.8% | -147.2% | +43.7% |
| All | +92.6% | +236.2% | -143.6% | +43.7% |
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