+349.8%
EWZ vs BP
+189.8%
+160.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -1.5% | -11.6% | +10.2% | +6.1% |
| 30D | -24.5% | 0.0% | -24.6% | -24.8% |
| 3M | -10.7% | +6.7% | -17.4% | -15.2% |
| 6M | -19.1% | +2.2% | -21.2% | -22.0% |
| YTD | +1.6% | +33.0% | -31.4% | -18.6% |
| 1Y | +4.3% | +30.7% | -26.4% | -15.6% |
| 3Y | +19.0% | +44.2% | -25.2% | -13.0% |
| 5Y | +57.7% | +105.1% | -47.5% | -14.2% |
| 10Y | +51.3% | +133.5% | -82.2% | -31.9% |
| All | +349.8% | +189.8% | +160.1% | +82.6% |
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 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