+352.2%
EWZ vs BBY
+480.8%
-128.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -0.9% |
| 7D | +1.3% | +10.9% | -9.6% | -1.3% |
| 30D | -26.2% | +19.6% | -45.8% | -29.5% |
| 3M | -8.6% | +27.6% | -36.3% | -14.4% |
| 6M | -17.0% | +79.4% | -96.5% | -29.1% |
| YTD | +2.2% | +61.7% | -59.5% | -11.0% |
| 1Y | +2.7% | +40.3% | -37.6% | -7.5% |
| 3Y | +18.2% | +87.9% | -69.7% | -4.8% |
| 5Y | +56.0% | +0.2% | +55.8% | +43.0% |
| 10Y | +60.8% | +274.5% | -213.6% | +0.5% |
| All | +352.2% | +480.8% | -128.5% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling