+57.8%
EWZ vs COMP
-17.6%
+75.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.7% | -10.0% | -0.2% |
| 7D | -1.5% | +13.4% | -14.9% | -2.7% |
| 30D | -24.5% | +11.1% | -35.6% | -25.4% |
| 3M | -10.7% | -18.8% | +8.1% | -9.4% |
| 6M | -19.1% | +10.5% | -29.6% | -20.5% |
| YTD | +1.6% | -3.4% | +5.0% | +0.2% |
| 1Y | +4.3% | +19.7% | -15.4% | +0.8% |
| 3Y | +19.0% | +381.6% | -362.6% | -1.4% |
| All | +57.8% | -17.6% | +75.4% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling