+432.5%
EWZ vs D
+730.4%
-297.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.1% |
| 7D | +6.5% | +0.4% | +6.1% | +6.2% |
| 30D | +4.8% | -3.6% | +8.4% | +6.9% |
| 3M | +9.9% | -1.0% | +10.9% | +10.2% |
| 6M | +1.9% | +6.3% | -4.3% | -2.4% |
| YTD | +20.3% | +14.7% | +5.6% | +9.9% |
| 1Y | +35.6% | +16.9% | +18.7% | +22.1% |
| 3Y | +43.4% | +56.8% | -13.4% | +3.9% |
| 5Y | +55.9% | +5.2% | +50.7% | +40.4% |
| 10Y | +84.2% | +35.9% | +48.3% | +31.1% |
| All | +432.5% | +730.4% | -297.8% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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