+432.5%
EWZ vs BBY
+398.4%
+34.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.5% |
| 7D | +6.5% | +9.5% | -3.0% | +4.1% |
| 30D | +4.8% | +6.8% | -2.0% | +2.9% |
| 3M | +9.9% | +28.9% | -19.0% | +2.8% |
| 6M | +1.9% | +37.8% | -35.9% | -6.9% |
| YTD | +20.3% | +38.7% | -18.4% | +9.2% |
| 1Y | +35.6% | +23.7% | +11.9% | +26.2% |
| 3Y | +43.4% | +39.1% | +4.3% | +25.0% |
| 5Y | +55.9% | -0.4% | +56.4% | +43.1% |
| 10Y | +84.2% | +234.0% | -149.9% | +18.6% |
| All | +432.5% | +398.4% | +34.2% | +141.2% |
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