+353.2%
EWZ vs BBY
+480.6%
-127.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.2% |
| 7D | +0.8% | +4.5% | -3.7% | -0.4% |
| 30D | -24.4% | +16.8% | -41.2% | -27.3% |
| 3M | -4.6% | +23.2% | -27.8% | -9.8% |
| 6M | -11.6% | +91.9% | -103.5% | -25.7% |
| YTD | +2.4% | +61.6% | -59.3% | -10.8% |
| 1Y | +2.1% | +43.9% | -41.8% | -8.6% |
| 3Y | +18.7% | +88.6% | -69.9% | -4.5% |
| 5Y | +54.2% | -3.1% | +57.3% | +42.6% |
| 10Y | +65.9% | +290.2% | -224.3% | +2.6% |
| All | +353.2% | +480.6% | -127.4% | +96.9% |
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 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