+43.6%
EWZ vs BP
+131.5%
-88.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -1.5% | -11.6% | +10.2% | +4.3% |
| 30D | -24.5% | 0.0% | -24.6% | -24.7% |
| 3M | -10.7% | +6.7% | -17.4% | -14.1% |
| 6M | -19.1% | +2.2% | -21.2% | -21.2% |
| YTD | +1.6% | +33.0% | -31.4% | -14.6% |
| 1Y | +4.3% | +30.7% | -26.4% | -11.6% |
| 3Y | +19.0% | +44.2% | -25.2% | -6.7% |
| 5Y | +57.7% | +105.1% | -47.5% | -3.2% |
| All | +43.6% | +131.5% | -88.0% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling