+22.1%
EWZ vs GEN
+63.2%
-41.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +2.0% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | -25.1% | +28.2% | -53.3% | -27.6% |
| 3M | -7.7% | +2.6% | -10.3% | -8.5% |
| 6M | -15.8% | +32.7% | -48.5% | -19.9% |
| YTD | +3.6% | +11.3% | -7.6% | +2.2% |
| 1Y | +5.5% | +17.9% | -12.5% | +2.5% |
| 3Y | +22.1% | +66.3% | -44.2% | +10.7% |
| All | +22.1% | +63.2% | -41.1% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 3y: compounded portfolio wealth divided by compounded GEN 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…
3y analysis · Full analysis span regression · 6 months rolling