+432.5%
EWZ vs BP
+185.1%
+247.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.0% |
| 7D | +6.5% | +3.9% | +2.6% | +3.9% |
| 30D | +4.8% | +7.6% | -2.8% | -0.2% |
| 3M | +9.9% | +0.7% | +9.2% | +8.1% |
| 6M | +1.9% | +15.5% | -13.5% | -9.4% |
| YTD | +20.3% | +30.8% | -10.5% | -1.9% |
| 1Y | +35.6% | +34.3% | +1.3% | +8.3% |
| 3Y | +43.4% | +35.1% | +8.4% | +9.8% |
| 5Y | +55.9% | +126.8% | -70.9% | -20.6% |
| 10Y | +84.2% | +123.4% | -39.2% | -13.9% |
| All | +432.5% | +185.1% | +247.5% | +119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling