+8.1%
EWZ vs EXE
-18.4%
+26.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.6% | +1.7% |
| 7D | -4.1% | -4.7% | +0.6% | -4.0% |
| 30D | -25.0% | +1.0% | -26.0% | -25.1% |
| 3M | -10.6% | -5.6% | -5.0% | -10.6% |
| 6M | -16.6% | -12.3% | -4.3% | -16.5% |
| YTD | +2.5% | -19.5% | +22.0% | +2.4% |
| 1Y | +8.1% | -18.9% | +27.0% | +6.6% |
| All | +8.1% | -18.4% | +26.5% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling