+50.3%
EWZ vs EXC
+176.1%
-125.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +1.4% | -1.7% | +3.1% | +2.2% |
| 30D | -25.1% | +9.3% | -34.4% | -28.5% |
| 3M | -7.7% | +1.0% | -8.8% | -8.5% |
| 6M | -15.8% | +5.9% | -21.8% | -19.0% |
| YTD | +3.6% | +7.6% | -4.0% | -1.7% |
| 1Y | +5.5% | +2.4% | +3.1% | +2.6% |
| 3Y | +22.1% | +30.2% | -8.1% | +1.1% |
| 5Y | +58.3% | +41.4% | +17.0% | +20.8% |
| 10Y | +50.3% | +183.8% | -133.5% | -25.3% |
| All | +50.3% | +176.1% | -125.8% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling