+432.5%
EWZ vs EXC
+648.4%
-215.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | +6.5% | +0.3% | +6.2% | +6.3% |
| 30D | +4.8% | -3.7% | +8.6% | +7.0% |
| 3M | +9.9% | -1.3% | +11.2% | +10.1% |
| 6M | +1.9% | -9.7% | +11.7% | +7.1% |
| YTD | +20.3% | +2.9% | +17.4% | +16.7% |
| 1Y | +35.6% | +4.4% | +31.2% | +30.0% |
| 3Y | +43.4% | +22.2% | +21.2% | +21.7% |
| 5Y | +55.9% | +46.7% | +9.2% | +15.2% |
| 10Y | +84.2% | +155.3% | -71.2% | -5.2% |
| All | +432.5% | +648.4% | -215.8% | +161.6% |
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