+55.0%
EWZ vs COMP
-31.2%
+86.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | +6.5% | +1.4% | +5.1% | +6.3% |
| 30D | +4.8% | -13.3% | +18.2% | +6.1% |
| 3M | +9.9% | +41.1% | -31.2% | +6.1% |
| 6M | +1.9% | +17.2% | -15.2% | -0.6% |
| YTD | +20.3% | +5.2% | +15.1% | +18.0% |
| 1Y | +35.6% | +18.9% | +16.7% | +31.2% |
| 3Y | +43.4% | +215.9% | -172.5% | +23.0% |
| All | +55.0% | -31.2% | +86.2% | +58.6% |
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