+59.5%
EWZ vs LYB
-4.6%
+64.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.7% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | +12.8% | +2.5% | +10.3% | +12.1% |
| 3M | +10.8% | +1.4% | +9.4% | +10.1% |
| 6M | +2.5% | -3.5% | +6.0% | +1.3% |
| YTD | +21.4% | +52.0% | -30.6% | +3.6% |
| 1Y | +32.8% | +22.1% | +10.7% | +21.0% |
| 3Y | +45.2% | -22.8% | +68.0% | +54.2% |
| All | +59.5% | -4.6% | +64.2% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling