+89.4%
EWZ vs LYB
+48.3%
+41.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.6% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | +12.8% | +2.5% | +10.3% | +11.5% |
| 3M | +10.8% | +1.4% | +9.4% | +9.3% |
| 6M | +2.5% | -3.5% | +6.0% | +0.5% |
| YTD | +21.4% | +52.0% | -30.6% | -4.6% |
| 1Y | +32.8% | +22.1% | +10.7% | +14.2% |
| 3Y | +45.2% | -22.8% | +68.0% | +51.0% |
| 5Y | +63.0% | -3.4% | +66.3% | +45.8% |
| All | +89.4% | +48.3% | +41.1% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 10y: compounded portfolio wealth divided by compounded LYB 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…
10y analysis · Full analysis span regression · 6 months rolling