+55.0%
EWZ vs BP
+128.1%
-73.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +6.5% | +3.9% | +2.6% | +5.1% |
| 30D | +4.8% | +7.6% | -2.8% | +2.2% |
| 3M | +9.9% | +0.7% | +9.2% | +9.2% |
| 6M | +1.9% | +15.5% | -13.5% | -4.4% |
| YTD | +20.3% | +30.8% | -10.5% | +7.3% |
| 1Y | +35.6% | +34.3% | +1.3% | +19.6% |
| 3Y | +43.4% | +35.1% | +8.4% | +24.0% |
| All | +55.0% | +128.1% | -73.1% | +3.8% |
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