+50.4%
EWZ vs BBY
+42.7%
+7.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | +5.6% | +8.1% | -2.5% | +4.6% |
| 30D | +9.3% | +8.9% | +0.3% | +8.0% |
| 3M | +15.7% | +22.0% | -6.3% | +12.7% |
| 6M | +7.4% | +37.8% | -30.4% | +2.7% |
| YTD | +22.7% | +37.3% | -14.6% | +17.2% |
| 1Y | +36.4% | +21.6% | +14.8% | +32.3% |
| 3Y | +50.4% | +41.5% | +8.9% | +37.7% |
| All | +50.4% | +42.7% | +7.7% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling