+432.5%
EWZ vs BNY
+510.6%
-78.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | +6.5% | +1.4% | +5.1% | +5.7% |
| 30D | +4.8% | +3.8% | +1.0% | +2.8% |
| 3M | +9.9% | +14.9% | -5.0% | +2.3% |
| 6M | +1.9% | +40.3% | -38.4% | -14.2% |
| YTD | +20.3% | +43.8% | -23.5% | -0.4% |
| 1Y | +35.6% | +58.9% | -23.3% | +6.6% |
| 3Y | +43.4% | +290.4% | -247.0% | -29.1% |
| 5Y | +55.9% | +250.1% | -194.1% | -21.3% |
| 10Y | +84.2% | +410.7% | -326.6% | -25.3% |
| All | +432.5% | +510.6% | -78.1% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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