+353.6%
EWZ vs D
+779.7%
-426.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | -0.9% |
| 7D | -4.1% | +8.5% | -12.6% | -8.6% |
| 30D | -25.0% | +14.3% | -39.3% | -30.7% |
| 3M | -10.6% | +1.8% | -12.4% | -11.9% |
| 6M | -16.6% | +13.0% | -29.6% | -23.1% |
| YTD | +2.5% | +22.7% | -20.3% | -10.3% |
| 1Y | +8.1% | +22.6% | -14.5% | -5.5% |
| 3Y | +20.4% | +84.2% | -63.8% | -20.8% |
| 5Y | +62.7% | +15.8% | +46.9% | +38.6% |
| 10Y | +52.6% | +45.8% | +6.8% | +3.8% |
| All | +353.6% | +779.7% | -426.1% | +35.7% |
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