+18.2%
EWZ vs BP
+47.4%
-29.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +1.3% | -6.3% | +7.6% | +2.9% |
| 30D | -26.2% | -3.6% | -22.5% | -25.5% |
| 3M | -8.6% | +5.2% | -13.9% | -10.0% |
| 6M | -17.0% | +5.3% | -22.4% | -18.6% |
| YTD | +2.2% | +33.1% | -31.0% | -8.3% |
| 1Y | +2.7% | +26.3% | -23.6% | -6.1% |
| 3Y | +18.2% | +47.5% | -29.3% | -0.6% |
| All | +18.2% | +47.4% | -29.2% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling