+346.7%
EWZ vs EXC
+697.9%
-351.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.9% |
| 7D | -4.2% | +1.4% | -5.5% | -4.9% |
| 30D | -26.1% | +11.6% | -37.8% | -30.8% |
| 3M | -12.0% | +2.7% | -14.7% | -13.7% |
| 6M | -19.3% | +2.7% | -21.9% | -21.2% |
| YTD | +0.9% | +9.7% | -8.8% | -5.9% |
| 1Y | +3.4% | +4.5% | -1.1% | -1.0% |
| 3Y | +18.6% | +28.5% | -9.9% | -2.3% |
| 5Y | +56.6% | +43.9% | +12.6% | +17.3% |
| 10Y | +50.3% | +183.7% | -133.5% | -27.5% |
| All | +346.7% | +697.9% | -351.2% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling