+57.8%
EWZ vs EXC
+41.2%
+16.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.6% | +1.1% |
| 7D | -1.5% | -1.2% | -0.3% | -1.2% |
| 30D | -24.5% | +10.0% | -34.5% | -26.3% |
| 3M | -10.7% | +1.6% | -12.3% | -11.2% |
| 6M | -19.1% | +3.3% | -22.3% | -20.0% |
| YTD | +1.6% | +7.6% | -5.9% | -0.9% |
| 1Y | +4.3% | +3.5% | +0.8% | +2.7% |
| 3Y | +19.0% | +27.7% | -8.7% | +8.3% |
| All | +57.8% | +41.2% | +16.6% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling