+67.6%
EWZ vs BBY
+0.9%
+66.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | +5.6% | +8.1% | -2.5% | +4.5% |
| 30D | +9.3% | +8.9% | +0.3% | +7.9% |
| 3M | +15.7% | +22.0% | -6.3% | +12.4% |
| 6M | +7.4% | +37.8% | -30.4% | +2.3% |
| YTD | +22.7% | +37.3% | -14.6% | +16.6% |
| 1Y | +36.4% | +21.6% | +14.8% | +31.8% |
| 3Y | +50.4% | +41.5% | +8.9% | +38.4% |
| 5Y | +67.6% | +1.2% | +66.4% | +49.9% |
| All | +67.6% | +0.9% | +66.7% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling