+52.3%
EWZ vs BP
+108.0%
-55.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.4% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | -25.5% | -3.1% | -22.3% | -24.8% |
| 3M | -4.5% | +6.2% | -10.7% | -6.7% |
| 6M | -15.3% | +4.8% | -20.1% | -17.2% |
| YTD | +3.1% | +35.2% | -32.1% | -9.1% |
| 1Y | +1.2% | +27.4% | -26.2% | -8.8% |
| 3Y | +19.3% | +49.8% | -30.5% | -0.7% |
| 5Y | +52.3% | +109.4% | -57.1% | +7.3% |
| All | +52.3% | +108.0% | -55.8% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling