+48.2%
EWZ vs COMP
-52.8%
+101.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +1.0% |
| 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% | -9.5% |
| 6M | -16.6% | +42.2% | -58.8% | -20.0% |
| YTD | +2.5% | -5.0% | +7.5% | +1.3% |
| 1Y | +8.1% | +20.1% | -12.0% | +4.6% |
| 3Y | +20.4% | +358.4% | -338.0% | +0.6% |
| 5Y | +62.7% | -21.9% | +84.6% | +51.4% |
| All | +48.2% | -52.8% | +101.0% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling