+8.1%
EWZ vs COMP
+23.8%
-15.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +0.9% |
| 7D | -4.1% | +9.5% | -13.6% | -4.9% |
| 30D | -25.0% | +8.1% | -33.0% | -25.6% |
| 3M | -10.6% | -16.3% | +5.7% | -9.3% |
| 6M | -16.6% | +42.2% | -58.8% | -21.1% |
| YTD | +2.5% | -5.0% | +7.5% | -0.2% |
| 1Y | +8.1% | +20.1% | -12.0% | +1.4% |
| All | +8.1% | +23.8% | -15.7% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling