+28.1%
EWZ vs BIYA
-99.9%
+128.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.7% |
| 7D | -1.5% | -10.5% | +9.0% | -1.5% |
| 30D | -24.5% | -51.7% | +27.2% | -24.7% |
| 3M | -10.7% | -60.8% | +50.1% | -10.8% |
| 6M | -19.1% | -90.6% | +71.5% | -19.0% |
| YTD | +1.6% | -97.1% | +98.8% | +1.9% |
| 1Y | +4.3% | -99.1% | +103.4% | +5.9% |
| All | +28.1% | -99.9% | +128.0% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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