+44.7%
EWZ vs GEN
+58.9%
-14.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.4% |
| 7D | +6.5% | -1.2% | +7.7% | +6.7% |
| 30D | +4.8% | +10.1% | -5.3% | +3.3% |
| 3M | +9.9% | +16.1% | -6.2% | +7.3% |
| 6M | +1.9% | +38.9% | -36.9% | -3.7% |
| YTD | +20.3% | +14.4% | +5.9% | +18.3% |
| 1Y | +35.6% | +5.9% | +29.8% | +35.7% |
| All | +44.7% | +58.9% | -14.2% | +28.6% |
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