+67.0%
EWZ vs EXC
+197.6%
-130.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +0.6% | -1.4% | +2.0% | +1.2% |
| 30D | -25.5% | +8.3% | -33.8% | -28.5% |
| 3M | -4.5% | +2.6% | -7.1% | -6.1% |
| 6M | -15.3% | +5.2% | -20.5% | -18.1% |
| YTD | +3.1% | +7.5% | -4.5% | -2.1% |
| 1Y | +1.2% | +3.2% | -1.9% | -1.9% |
| 3Y | +19.3% | +29.5% | -10.3% | -0.8% |
| 5Y | +52.3% | +39.7% | +12.6% | +17.4% |
| 10Y | +67.0% | +200.1% | -133.1% | -12.4% |
| All | +67.0% | +197.6% | -130.6% | -12.4% |
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